-19.0%
USAR vs JBHT
+31.5%
-50.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.1% |
| 7D | -0.8% | +7.0% | -7.8% | -0.9% |
| 30D | -20.9% | +0.5% | -21.4% | -21.0% |
| 3M | -56.2% | -17.4% | -38.8% | -56.3% |
| 6M | -67.9% | -1.7% | -66.2% | -67.8% |
| YTD | -31.4% | +20.7% | -52.2% | -29.6% |
| 1Y | -45.1% | +41.1% | -86.1% | -41.9% |
| 3Y | -20.3% | +38.0% | -58.3% | -10.3% |
| All | -19.0% | +31.5% | -50.5% | -8.9% |
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