+18.5%
JBHT vs UTHR
+181.3%
-162.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.5% | -3.0% |
| 7D | -1.4% | -4.7% | +3.3% | -1.0% |
| 30D | -3.1% | +4.4% | -7.5% | -3.4% |
| 3M | -19.5% | +9.0% | -28.5% | -20.1% |
| 6M | -9.6% | -1.1% | -8.4% | -9.6% |
| YTD | +13.3% | +16.1% | -2.8% | +11.3% |
| 1Y | +29.7% | +26.4% | +3.2% | +26.2% |
| 3Y | +28.3% | +152.1% | -123.8% | +14.9% |
| 5Y | +18.5% | +179.6% | -161.2% | +3.9% |
| All | +18.5% | +181.3% | -162.8% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling