+82.2%
UBER vs JBHT
+207.1%
-124.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.4% |
| 7D | -3.9% | +4.9% | -8.8% | -5.9% |
| 30D | +11.1% | +0.6% | +10.5% | +10.3% |
| 3M | +4.9% | -3.2% | +8.1% | +5.5% |
| 6M | -1.2% | +17.0% | -18.1% | -9.3% |
| YTD | -7.3% | +41.7% | -48.9% | -22.5% |
| 1Y | -17.6% | +90.0% | -107.6% | -41.4% |
| 3Y | +61.1% | +47.0% | +14.1% | +27.2% |
| 5Y | +87.9% | +58.3% | +29.6% | +39.9% |
| All | +82.2% | +207.1% | -124.9% | -6.4% |
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 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