-18.3%
USAR vs JBHT
+22.6%
-40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.7% | +11.5% | +10.9% |
| 7D | -14.5% | -1.6% | -12.9% | -14.5% |
| 30D | -37.8% | -2.3% | -35.5% | -37.8% |
| 3M | -52.8% | -18.5% | -34.3% | -52.8% |
| 6M | -71.2% | -11.3% | -60.0% | -71.2% |
| YTD | -30.9% | +12.6% | -43.4% | -28.9% |
| 1Y | -48.0% | +29.8% | -77.8% | -45.1% |
| 3Y | -19.7% | +28.1% | -47.8% | -9.5% |
| All | -18.3% | +22.6% | -40.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling