+757.8%
JBHT vs URA
-31.1%
+788.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.6% |
| 7D | +4.9% | +1.1% | +3.8% | +4.7% |
| 30D | +0.6% | +7.4% | -6.8% | -1.1% |
| 3M | -3.2% | -8.4% | +5.2% | -2.0% |
| 6M | +17.0% | -12.7% | +29.7% | +18.9% |
| YTD | +41.7% | +7.8% | +33.9% | +36.3% |
| 1Y | +90.0% | +19.5% | +70.5% | +75.4% |
| 3Y | +47.0% | +116.4% | -69.4% | +12.6% |
| 5Y | +58.3% | +134.3% | -76.0% | +13.5% |
| 10Y | +273.9% | +359.3% | -85.3% | +107.2% |
| All | +757.8% | -31.1% | +788.9% | +602.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling