+165.7%
USFD vs JBHT
+33.0%
+132.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.3% |
| 7D | +7.8% | +1.7% | +6.1% | +7.6% |
| 30D | +16.2% | -1.2% | +17.3% | +16.4% |
| 3M | +11.0% | -17.1% | +28.1% | +13.8% |
| 6M | +20.7% | -4.4% | +25.1% | +20.7% |
| YTD | +46.0% | +17.5% | +28.5% | +40.2% |
| 1Y | +49.8% | +32.6% | +17.2% | +40.5% |
| All | +165.7% | +33.0% | +132.8% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling