+2.5%
JBHT vs UMAC
+197.5%
-195.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -0.9% |
| 7D | -1.6% | -23.4% | +21.8% | -1.1% |
| 30D | -2.3% | -45.6% | +43.3% | -1.2% |
| 3M | -18.5% | -50.9% | +32.4% | -17.5% |
| 6M | -11.3% | -16.5% | +5.3% | -11.7% |
| YTD | +12.6% | -6.6% | +19.2% | +11.0% |
| 1Y | +29.8% | +10.7% | +19.1% | +27.3% |
| All | +2.5% | +197.5% | -195.0% | -5.9% |
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