+181.3%
JBHT vs UDR
+53.1%
+128.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +0.9% | +2.0% | -1.1% | +0.1% |
| 30D | -1.1% | +7.9% | -9.0% | -4.2% |
| 3M | -14.8% | -1.5% | -13.3% | -14.3% |
| 6M | -7.4% | +0.9% | -8.4% | -8.0% |
| YTD | +17.3% | +4.0% | +13.3% | +15.0% |
| 1Y | +35.3% | +10.4% | +25.0% | +29.4% |
| 3Y | +33.9% | +26.9% | +7.0% | +20.3% |
| 5Y | +22.5% | -19.4% | +41.9% | +30.0% |
| 10Y | +181.3% | +57.0% | +124.3% | +152.8% |
| All | +181.3% | +53.1% | +128.2% | +152.8% |
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