+11,207.6%
JBHT vs UDR
+2,878.3%
+8,329.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +4.9% | -2.0% | +6.9% | +5.6% |
| 30D | +0.6% | -5.2% | +5.8% | +2.4% |
| 3M | -3.2% | -5.8% | +2.6% | -1.2% |
| 6M | +17.0% | -1.7% | +18.6% | +17.4% |
| YTD | +41.7% | +2.4% | +39.3% | +40.0% |
| 1Y | +90.0% | -2.1% | +92.1% | +90.4% |
| 3Y | +47.0% | +4.2% | +42.8% | +43.2% |
| 5Y | +58.3% | -20.0% | +78.3% | +67.6% |
| 10Y | +273.9% | +44.6% | +229.3% | +210.8% |
| All | +11,207.6% | +2,878.3% | +8,329.3% | +4,423.0% |
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 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