+92.6%
UAL vs JBHT
+192.4%
-99.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.4% |
| 7D | +8.2% | -1.6% | +9.8% | +9.2% |
| 30D | +2.3% | -2.3% | +4.6% | +3.7% |
| 3M | -12.7% | -18.5% | +5.8% | -3.3% |
| 6M | +12.7% | -11.3% | +24.0% | +17.9% |
| YTD | +0.8% | +12.6% | -11.7% | -7.9% |
| 1Y | +17.8% | +29.8% | -12.0% | -0.7% |
| 3Y | +206.7% | +28.1% | +178.6% | +147.0% |
| 5Y | +113.9% | +17.7% | +96.2% | +77.5% |
| All | +92.6% | +192.4% | -99.7% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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