+180.0%
JBHT vs UEC
+616.1%
-436.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.3% | +2.5% |
| 7D | +7.0% | -3.8% | +10.8% | +7.3% |
| 30D | +0.5% | -13.5% | +14.0% | +1.6% |
| 3M | -17.4% | -40.5% | +23.1% | -13.8% |
| 6M | -1.7% | -56.7% | +55.0% | +4.7% |
| YTD | +20.7% | -43.0% | +63.7% | +24.1% |
| 1Y | +41.1% | -42.5% | +83.6% | +44.4% |
| 3Y | +38.0% | +11.6% | +26.4% | +25.8% |
| 5Y | +22.5% | +21.8% | +0.7% | +4.4% |
| All | +180.0% | +616.1% | -436.1% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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