+16.8%
JBHT vs UTHR
+179.7%
-162.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | -6.1% | +4.5% | -1.1% |
| 30D | -2.3% | +3.1% | -5.4% | -2.5% |
| 3M | -18.5% | +5.5% | -23.9% | -18.8% |
| 6M | -11.3% | -5.8% | -5.4% | -10.9% |
| YTD | +12.6% | +15.3% | -2.8% | +10.6% |
| 1Y | +29.8% | +23.8% | +6.0% | +26.6% |
| 3Y | +28.1% | +146.3% | -118.2% | +15.0% |
| All | +16.8% | +179.7% | -162.9% | +2.4% |
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