+34.3%
UL vs JBHT
+15.0%
+19.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.7% | +1.5% |
| 7D | +5.5% | -1.4% | +6.9% | +5.6% |
| 30D | +11.4% | -3.1% | +14.4% | +11.7% |
| 3M | +6.0% | -19.5% | +25.5% | +7.9% |
| 6M | +18.0% | -9.6% | +27.6% | +18.5% |
| YTD | +6.2% | +13.3% | -7.1% | +4.1% |
| 1Y | +1.5% | +29.7% | -28.2% | -2.0% |
| 3Y | +39.8% | +28.3% | +11.5% | +33.0% |
| 5Y | +34.3% | +18.5% | +15.9% | +25.9% |
| All | +34.3% | +15.0% | +19.4% | +25.9% |
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