+341.3%
USFD vs JBHT
+206.3%
+135.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.1% | +7.4% | +8.0% |
| 7D | +7.8% | +1.7% | +6.1% | +7.2% |
| 30D | +16.2% | -1.2% | +17.3% | +16.6% |
| 3M | +11.0% | -17.1% | +28.1% | +18.1% |
| 6M | +20.7% | -4.4% | +25.1% | +20.6% |
| YTD | +46.0% | +17.5% | +28.5% | +32.7% |
| 1Y | +49.8% | +32.6% | +17.2% | +29.2% |
| 3Y | +167.3% | +33.0% | +134.2% | +118.6% |
| 5Y | +197.2% | +20.3% | +176.8% | +148.7% |
| 10Y | +389.9% | +209.1% | +180.8% | +174.9% |
| All | +341.3% | +206.3% | +135.0% | +145.0% |
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 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