+184.7%
JBHT vs UDR
+54.2%
+130.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +3.0% |
| 7D | +0.2% | +2.2% | -2.0% | -0.7% |
| 30D | -2.2% | +8.0% | -10.2% | -5.2% |
| 3M | -16.5% | -3.3% | -13.2% | -15.4% |
| 6M | -8.4% | +1.0% | -9.5% | -9.0% |
| YTD | +16.1% | +4.2% | +11.9% | +13.7% |
| 1Y | +31.9% | +10.8% | +21.1% | +25.9% |
| 3Y | +34.1% | +30.1% | +4.0% | +19.3% |
| 5Y | +20.1% | -18.9% | +39.0% | +27.1% |
| 10Y | +184.7% | +53.4% | +131.3% | +158.2% |
| All | +184.7% | +54.2% | +130.5% | +158.2% |
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