+321.0%
USFD vs JBHT
+272.5%
+48.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.4% |
| 7D | -3.0% | +4.9% | -7.9% | -4.9% |
| 30D | +3.5% | +0.6% | +3.0% | +2.9% |
| 3M | +26.6% | -3.2% | +29.8% | +27.3% |
| 6M | +11.7% | +17.0% | -5.2% | +3.5% |
| YTD | +38.1% | +41.7% | -3.5% | +17.5% |
| 1Y | +33.4% | +90.0% | -56.6% | -1.9% |
| 3Y | +155.8% | +47.0% | +108.8% | +103.8% |
| 5Y | +214.0% | +58.3% | +155.7% | +133.6% |
| All | +321.0% | +272.5% | +48.5% | +112.3% |
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 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