+59.9%
JBHT vs UTHR
+133.0%
-73.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +4.9% | -5.4% | +10.3% | +5.3% |
| 30D | +0.6% | -6.0% | +6.6% | +1.0% |
| 3M | -3.2% | -11.0% | +7.8% | -2.3% |
| 6M | +17.0% | -0.5% | +17.5% | +16.6% |
| YTD | +41.7% | +0.1% | +41.6% | +40.8% |
| 1Y | +90.0% | +28.2% | +61.8% | +83.7% |
| 3Y | +47.0% | +113.8% | -66.8% | +32.9% |
| All | +59.9% | +133.0% | -73.2% | +38.3% |
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