+85.0%
USO vs JBHT
+176.2%
-91.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | -1.4% | +4.2% | -5.6% | -2.0% |
| 30D | -4.6% | -0.4% | -4.2% | -4.7% |
| 3M | +14.7% | -17.3% | +32.1% | +17.6% |
| 6M | +1.2% | -3.5% | +4.7% | +0.9% |
| YTD | +111.2% | +18.0% | +93.2% | +101.3% |
| 1Y | +109.3% | +35.5% | +73.8% | +93.9% |
| 3Y | +103.5% | +34.8% | +68.7% | +83.6% |
| 5Y | +160.9% | +19.7% | +141.2% | +137.1% |
| All | +85.0% | +176.2% | -91.2% | +30.4% |
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 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