+46.9%
USHY vs JBHT
+122.0%
-75.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -0.3% | -1.6% | +1.3% | -0.1% |
| 30D | 0.0% | -2.3% | +2.3% | +0.2% |
| 3M | -2.4% | -18.5% | +16.1% | -0.5% |
| 6M | -1.6% | -11.3% | +9.6% | -0.9% |
| YTD | -0.2% | +12.6% | -12.7% | -2.3% |
| 1Y | +1.2% | +29.8% | -28.5% | -2.6% |
| 3Y | +24.1% | +28.1% | -4.0% | +18.0% |
| 5Y | +18.1% | +17.7% | +0.4% | +12.2% |
| All | +46.9% | +122.0% | -75.1% | +22.9% |
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