+108.7%
USB vs JBHT
+272.5%
-163.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.5% |
| 7D | +1.4% | +4.9% | -3.4% | -0.8% |
| 30D | -1.3% | +0.6% | -1.9% | -1.9% |
| 3M | +15.2% | -3.2% | +18.4% | +16.0% |
| 6M | +18.8% | +17.0% | +1.9% | +8.8% |
| YTD | +21.0% | +41.7% | -20.6% | +0.9% |
| 1Y | +34.0% | +90.0% | -56.0% | -4.9% |
| 3Y | +95.3% | +47.0% | +48.3% | +54.1% |
| 5Y | +40.4% | +58.3% | -17.9% | +3.0% |
| All | +108.7% | +272.5% | -163.8% | -5.5% |
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