+82.6%
USO vs JBHT
+192.4%
-109.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -12.1% | -1.6% | -10.5% | -11.9% |
| 30D | +3.1% | -2.3% | +5.4% | +3.3% |
| 3M | +24.9% | -18.5% | +43.3% | +28.1% |
| 6M | +10.8% | -11.3% | +22.1% | +11.8% |
| YTD | +114.6% | +12.6% | +102.0% | +106.0% |
| 1Y | +109.4% | +29.8% | +79.6% | +95.2% |
| 3Y | +98.1% | +28.1% | +70.0% | +80.3% |
| 5Y | +162.4% | +17.7% | +144.8% | +138.0% |
| All | +82.6% | +192.4% | -109.8% | +31.8% |
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