+586.2%
JBHT vs URA
-53.7%
+639.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.7% | -2.4% |
| 7D | -1.4% | -13.3% | +11.9% | +1.6% |
| 30D | -3.1% | -25.9% | +22.8% | +3.2% |
| 3M | -19.5% | -27.8% | +8.2% | -14.1% |
| 6M | -9.6% | -42.8% | +33.3% | +0.7% |
| YTD | +13.3% | -27.5% | +40.8% | +18.4% |
| 1Y | +29.7% | -35.1% | +64.8% | +38.4% |
| 3Y | +28.3% | +31.1% | -2.8% | +9.9% |
| 5Y | +18.5% | +29.8% | -11.3% | -1.9% |
| 10Y | +198.1% | +265.1% | -67.0% | +71.9% |
| All | +586.2% | -53.7% | +639.8% | +510.2% |
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 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