+8,438.8%
USB vs JBHT
+11,637.0%
-3,198.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.0% |
| 7D | +1.4% | +4.9% | -3.4% | +0.1% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +15.2% | -3.2% | +18.4% | +15.8% |
| 6M | +18.8% | +17.0% | +1.9% | +12.9% |
| YTD | +21.0% | +41.7% | -20.6% | +8.9% |
| 1Y | +34.0% | +90.0% | -56.0% | +10.0% |
| 3Y | +95.3% | +47.0% | +48.3% | +70.8% |
| 5Y | +40.4% | +58.3% | -17.9% | +19.1% |
| 10Y | +107.3% | +273.9% | -166.6% | +40.3% |
| All | +8,438.8% | +11,637.0% | -3,198.2% | +2,988.3% |
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