+16.8%
JBHT vs UDR
-18.0%
+34.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.6% | +3.0% | -4.6% | -3.0% |
| 30D | -2.3% | +10.3% | -12.5% | -6.7% |
| 3M | -18.5% | -2.9% | -15.5% | -17.4% |
| 6M | -11.3% | +0.3% | -11.6% | -11.6% |
| YTD | +12.6% | +3.8% | +8.8% | +10.1% |
| 1Y | +29.8% | +12.7% | +17.0% | +21.8% |
| 3Y | +28.1% | +27.6% | +0.5% | +12.4% |
| All | +16.8% | -18.0% | +34.8% | +25.5% |
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