+48.0%
USHY vs JBHT
+138.1%
-90.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.4% |
| 7D | -0.4% | +7.0% | -7.5% | -1.1% |
| 30D | +0.6% | +0.5% | +0.1% | +0.5% |
| 3M | -2.0% | -17.4% | +15.3% | -0.2% |
| 6M | -0.5% | -1.7% | +1.2% | -0.8% |
| YTD | +0.6% | +20.7% | -20.1% | -2.3% |
| 1Y | +2.1% | +41.1% | -39.0% | -2.6% |
| 3Y | +25.3% | +38.0% | -12.7% | +18.2% |
| 5Y | +19.7% | +22.5% | -2.7% | +13.4% |
| All | +48.0% | +138.1% | -90.1% | +23.0% |
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 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