+158.3%
USFD vs JBHT
+28.2%
+130.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.2% |
| 7D | +3.9% | -1.4% | +5.3% | +4.2% |
| 30D | +10.7% | -3.1% | +13.8% | +11.2% |
| 3M | +6.3% | -19.5% | +25.9% | +9.5% |
| 6M | +16.2% | -9.6% | +25.8% | +17.3% |
| YTD | +41.9% | +13.3% | +28.6% | +37.0% |
| 1Y | +44.2% | +29.7% | +14.5% | +35.7% |
| All | +158.3% | +28.2% | +130.0% | +137.5% |
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 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