+59.9%
JBHT vs UDR
-19.6%
+79.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | -2.0% | +6.9% | +5.8% |
| 30D | +0.6% | -5.2% | +5.8% | +3.0% |
| 3M | -3.2% | -5.8% | +2.6% | -0.7% |
| 6M | +17.0% | -1.7% | +18.6% | +17.5% |
| YTD | +41.7% | +2.4% | +39.3% | +39.5% |
| 1Y | +90.0% | -2.1% | +92.1% | +90.7% |
| 3Y | +47.0% | +4.2% | +42.8% | +42.6% |
| All | +59.9% | -19.6% | +79.5% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling