+74.9%
USAR vs JBHT
+54.3%
+20.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.4% |
| 7D | -2.1% | +4.9% | -7.0% | -2.0% |
| 30D | +2.6% | +0.6% | +2.0% | +2.6% |
| 3M | -35.0% | -3.2% | -31.8% | -35.0% |
| 6M | -6.9% | +17.0% | -23.8% | -6.8% |
| YTD | +48.0% | +41.7% | +6.3% | +52.3% |
| 1Y | +24.8% | +90.0% | -65.2% | +38.0% |
| 3Y | +73.2% | +47.0% | +26.3% | +95.2% |
| All | +74.9% | +54.3% | +20.6% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling