+187.8%
JBHT vs URA
+278.3%
-90.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.5% |
| 7D | -1.6% | -4.1% | +2.5% | -0.8% |
| 30D | -2.3% | -19.0% | +16.7% | +1.7% |
| 3M | -18.5% | -25.1% | +6.7% | -14.0% |
| 6M | -11.3% | -44.5% | +33.2% | -1.3% |
| YTD | +12.6% | -24.3% | +36.9% | +16.1% |
| 1Y | +29.8% | -28.1% | +57.9% | +34.9% |
| 3Y | +28.1% | +40.7% | -12.6% | +7.7% |
| 5Y | +17.7% | +35.5% | -17.8% | -3.8% |
| All | +187.8% | +278.3% | -90.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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