+178.0%
JBHT vs UTHR
+362.9%
-185.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | +0.5% | -2.1% | +2.6% | +0.8% |
| 30D | -0.1% | +8.3% | -8.4% | -1.2% |
| 3M | -14.0% | +15.5% | -29.6% | -16.1% |
| 6M | -5.1% | +4.5% | -9.6% | -6.0% |
| YTD | +18.0% | +22.2% | -4.2% | +13.3% |
| 1Y | +36.5% | +29.7% | +6.8% | +29.7% |
| 3Y | +34.8% | +167.3% | -132.5% | +9.8% |
| 5Y | +21.4% | +196.5% | -175.1% | -5.0% |
| 10Y | +178.0% | +369.0% | -191.1% | +84.1% |
| All | +178.0% | +362.9% | -185.0% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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