+187.8%
JBHT vs UDR
+50.7%
+137.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | -1.6% | +3.0% | -4.6% | -2.8% |
| 30D | -2.3% | +10.3% | -12.5% | -6.2% |
| 3M | -18.5% | -2.9% | -15.5% | -17.5% |
| 6M | -11.3% | +0.3% | -11.6% | -11.5% |
| YTD | +12.6% | +3.8% | +8.8% | +10.4% |
| 1Y | +29.8% | +12.7% | +17.0% | +23.0% |
| 3Y | +28.1% | +27.6% | +0.5% | +14.9% |
| 5Y | +17.7% | -18.6% | +36.3% | +24.4% |
| All | +187.8% | +50.7% | +137.1% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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