+29.0%
JBHT vs UMAC
+494.0%
-465.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +2.9% |
| 7D | +4.9% | -0.9% | +5.8% | +4.9% |
| 30D | +0.6% | -7.7% | +8.2% | +0.6% |
| 3M | -3.2% | -26.4% | +23.2% | -2.9% |
| 6M | +17.0% | +61.9% | -44.9% | +14.6% |
| YTD | +41.7% | +86.5% | -44.8% | +37.9% |
| 1Y | +90.0% | +156.3% | -66.3% | +82.6% |
| All | +29.0% | +494.0% | -465.0% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling