+49.5%
UBER vs JBHT
+17.1%
+32.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +5.1% | -1.6% | +6.7% | +5.8% |
| 30D | +0.2% | -2.3% | +2.5% | +1.0% |
| 3M | -2.7% | -18.5% | +15.8% | +4.0% |
| 6M | -13.4% | -11.3% | -2.1% | -11.2% |
| YTD | -16.1% | +12.6% | -28.6% | -23.3% |
| 1Y | -25.5% | +29.8% | -55.3% | -36.4% |
| 3Y | +42.5% | +28.1% | +14.4% | +17.9% |
| All | +49.5% | +17.1% | +32.4% | +21.6% |
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