+151.2%
USO vs JBHT
+21.8%
+129.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -10.6% | +0.9% | -11.5% | -10.6% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | +12.3% | -14.8% | +27.1% | +12.8% |
| 6M | +5.9% | -7.4% | +13.3% | +6.0% |
| YTD | +104.5% | +17.3% | +87.2% | +101.2% |
| 1Y | +97.3% | +35.3% | +62.0% | +91.6% |
| 3Y | +97.0% | +33.9% | +63.1% | +88.5% |
| 5Y | +151.2% | +22.5% | +128.6% | +125.7% |
| All | +151.2% | +21.8% | +129.4% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling