+7.5%
JBHT vs UMAC
+216.2%
-208.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +0.5% | -2.9% | +3.4% | +0.5% |
| 30D | -0.1% | -35.6% | +35.5% | +0.7% |
| 3M | -14.0% | -51.3% | +37.3% | -13.0% |
| 6M | -5.1% | -17.5% | +12.5% | -5.6% |
| YTD | +18.0% | -0.7% | +18.7% | +16.3% |
| 1Y | +36.5% | +16.5% | +20.0% | +33.7% |
| All | +7.5% | +216.2% | -208.8% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling