+273.3%
JBHT vs URA
+359.3%
-86.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.7% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +0.6% | +7.4% | -6.8% | -0.9% |
| 3M | -3.2% | -8.4% | +5.2% | -2.0% |
| 6M | +17.0% | -12.7% | +29.7% | +18.8% |
| YTD | +41.7% | +7.8% | +33.9% | +36.7% |
| 1Y | +90.0% | +19.5% | +70.5% | +76.0% |
| 3Y | +47.0% | +116.4% | -69.4% | +13.0% |
| 5Y | +58.3% | +134.3% | -76.0% | +13.4% |
| All | +273.3% | +359.3% | -86.0% | +102.2% |
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