+23.5%
UL vs JBHT
+58.3%
-34.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.3% |
| 7D | -1.3% | +4.9% | -6.2% | -1.8% |
| 30D | +0.5% | +0.6% | -0.1% | +0.4% |
| 3M | +17.6% | -3.2% | +20.8% | +17.8% |
| 6M | -5.4% | +17.0% | -22.3% | -7.1% |
| YTD | +0.7% | +41.7% | -41.0% | -3.0% |
| 1Y | -9.3% | +90.0% | -99.2% | -15.5% |
| 3Y | +24.5% | +47.0% | -22.4% | +18.4% |
| All | +23.5% | +58.3% | -34.8% | +14.4% |
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