+251.3%
UAL vs JBHT
+1,363.5%
-1,112.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.3% |
| 7D | +0.7% | +4.9% | -4.2% | -3.0% |
| 30D | -16.1% | +0.6% | -16.7% | -16.8% |
| 3M | +6.1% | -3.2% | +9.3% | +7.3% |
| 6M | +10.8% | +17.0% | -6.1% | -3.7% |
| YTD | -0.4% | +41.7% | -42.0% | -25.7% |
| 1Y | +5.0% | +90.0% | -85.0% | -40.9% |
| 3Y | +124.0% | +47.0% | +77.0% | +48.7% |
| 5Y | +141.0% | +58.3% | +82.7% | +42.6% |
| 10Y | +118.0% | +273.9% | -155.9% | -46.7% |
| All | +251.3% | +1,363.5% | -1,112.1% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling