+48.2%
USHY vs JBHT
+128.9%
-80.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | 0.0% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +0.2% | -2.2% | +2.4% | +0.4% |
| 3M | -1.7% | -16.5% | +14.8% | 0.0% |
| 6M | -0.6% | -8.4% | +7.8% | -0.2% |
| YTD | +0.8% | +16.1% | -15.3% | -1.7% |
| 1Y | +2.1% | +31.9% | -29.8% | -1.9% |
| 3Y | +26.0% | +34.1% | -8.2% | +19.1% |
| 5Y | +19.2% | +20.1% | -0.9% | +13.1% |
| All | +48.2% | +128.9% | -80.6% | +23.7% |
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