+70.8%
USO vs JBHT
+272.5%
-201.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | +9.5% | +4.9% | +4.6% | +8.6% |
| 30D | +23.6% | +0.6% | +23.0% | +23.3% |
| 3M | +3.8% | -3.2% | +7.0% | +4.1% |
| 6M | +55.0% | +17.0% | +38.1% | +50.0% |
| YTD | +105.3% | +41.7% | +63.6% | +91.0% |
| 1Y | +91.4% | +90.0% | +1.4% | +66.6% |
| 3Y | +84.6% | +47.0% | +37.6% | +66.2% |
| 5Y | +191.7% | +58.3% | +133.4% | +150.3% |
| All | +70.8% | +272.5% | -201.7% | +10.7% |
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