+8,945.0%
JBHT vs UDR
+2,955.2%
+5,989.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -1.4% | +4.5% | -5.9% | -2.9% |
| 30D | -3.1% | +9.6% | -12.7% | -6.2% |
| 3M | -19.5% | -2.7% | -16.8% | -18.8% |
| 6M | -9.6% | +1.8% | -11.4% | -10.3% |
| YTD | +13.3% | +5.0% | +8.3% | +11.0% |
| 1Y | +29.7% | +12.1% | +17.6% | +24.1% |
| 3Y | +28.3% | +26.2% | +2.1% | +17.0% |
| 5Y | +18.5% | -17.6% | +36.1% | +24.4% |
| 10Y | +198.1% | +54.2% | +143.9% | +142.8% |
| All | +8,945.0% | +2,955.2% | +5,989.8% | +3,486.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling