+92.7%
USB vs JBHT
+194.3%
-101.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.5% |
| 7D | -1.5% | -1.4% | -0.1% | -0.8% |
| 30D | +4.3% | -3.1% | +7.4% | +5.6% |
| 3M | -6.1% | -19.5% | +13.5% | +2.6% |
| 6M | +9.4% | -9.6% | +19.0% | +12.2% |
| YTD | +15.2% | +13.3% | +1.9% | +5.4% |
| 1Y | +32.8% | +29.7% | +3.1% | +13.9% |
| 3Y | +91.3% | +28.3% | +63.0% | +58.9% |
| 5Y | +22.7% | +18.5% | +4.2% | +2.9% |
| All | +92.7% | +194.3% | -101.6% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling