+177.1%
USFD vs JBHT
+15.0%
+162.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -1.8% |
| 7D | +3.9% | -1.4% | +5.3% | +4.4% |
| 30D | +10.7% | -3.1% | +13.8% | +11.7% |
| 3M | +6.3% | -19.5% | +25.9% | +12.3% |
| 6M | +16.2% | -9.6% | +25.8% | +18.0% |
| YTD | +41.9% | +13.3% | +28.6% | +33.0% |
| 1Y | +44.2% | +29.7% | +14.5% | +29.1% |
| 3Y | +159.8% | +28.3% | +131.5% | +123.6% |
| 5Y | +177.1% | +18.5% | +158.6% | +130.5% |
| All | +177.1% | +15.0% | +162.1% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling