+109.6%
UAL vs JBHT
+15.0%
+94.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.0% | -2.7% |
| 7D | +5.0% | -1.4% | +6.4% | +5.9% |
| 30D | -1.2% | -3.1% | +1.8% | +0.5% |
| 3M | -16.8% | -19.5% | +2.8% | -7.8% |
| 6M | +18.0% | -9.6% | +27.5% | +21.7% |
| YTD | -1.2% | +13.3% | -14.5% | -9.8% |
| 1Y | +14.3% | +29.7% | -15.4% | -2.8% |
| 3Y | +194.6% | +28.3% | +166.3% | +138.1% |
| 5Y | +109.6% | +18.5% | +91.2% | +63.4% |
| All | +109.6% | +15.0% | +94.6% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling