+178.0%
JBHT vs UDR
+56.7%
+121.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.5% | -1.8% | +2.2% | +1.2% |
| 30D | -0.1% | +7.9% | -8.0% | -3.2% |
| 3M | -14.0% | -0.8% | -13.3% | -13.8% |
| 6M | -5.1% | 0.0% | -5.1% | -5.2% |
| YTD | +18.0% | +3.7% | +14.3% | +15.8% |
| 1Y | +36.5% | +8.5% | +28.0% | +31.4% |
| 3Y | +34.8% | +26.6% | +8.2% | +21.2% |
| 5Y | +21.4% | -20.2% | +41.6% | +29.3% |
| 10Y | +178.0% | +54.7% | +123.2% | +151.0% |
| All | +178.0% | +56.7% | +121.3% | +151.0% |
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