+50.7%
USHY vs JBHT
+179.3%
-128.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | -0.1% | +4.9% | -5.0% | -0.7% |
| 30D | +0.1% | +0.6% | -0.5% | 0.0% |
| 3M | +0.8% | -3.2% | +4.0% | +1.0% |
| 6M | +1.7% | +17.0% | -15.2% | -0.4% |
| YTD | +2.5% | +41.7% | -39.2% | -1.9% |
| 1Y | +4.4% | +90.0% | -85.6% | -3.8% |
| 3Y | +27.4% | +47.0% | -19.6% | +19.8% |
| 5Y | +21.7% | +58.3% | -36.6% | +12.0% |
| All | +50.7% | +179.3% | -128.6% | +23.4% |
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