+8,200.6%
USB vs JBHT
+9,634.5%
-1,433.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +2.4% | +1.7% | +0.7% | +1.9% |
| 30D | +6.6% | -1.2% | +7.7% | +6.8% |
| 3M | -4.1% | -17.1% | +13.0% | +0.5% |
| 6M | +12.5% | -4.4% | +16.9% | +12.8% |
| YTD | +17.6% | +17.5% | +0.2% | +11.1% |
| 1Y | +36.5% | +32.6% | +3.9% | +24.7% |
| 3Y | +95.4% | +33.0% | +62.4% | +75.3% |
| 5Y | +26.1% | +20.3% | +5.8% | +15.1% |
| 10Y | +101.3% | +209.1% | -107.8% | +43.1% |
| All | +8,200.6% | +9,634.5% | -1,433.8% | +3,050.4% |
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