+273.3%
JBHT vs UEC
+988.7%
-715.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.8% |
| 7D | +4.9% | -6.9% | +11.8% | +5.6% |
| 30D | +0.6% | +7.6% | -7.1% | -0.3% |
| 3M | -3.2% | -18.4% | +15.2% | -2.1% |
| 6M | +17.0% | -23.3% | +40.2% | +18.1% |
| YTD | +41.7% | -1.2% | +42.9% | +39.0% |
| 1Y | +90.0% | +2.3% | +87.7% | +83.3% |
| 3Y | +47.0% | +162.3% | -115.3% | +23.4% |
| 5Y | +58.3% | +287.2% | -228.9% | +20.4% |
| All | +273.3% | +988.7% | -715.4% | +123.1% |
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