+2,770.5%
UL vs JBHT
+9,634.5%
-6,863.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +3.1% |
| 7D | +4.7% | +1.7% | +3.0% | +4.4% |
| 30D | +11.6% | -1.2% | +12.7% | +11.7% |
| 3M | +5.3% | -17.1% | +22.4% | +7.6% |
| 6M | +16.0% | -4.4% | +20.4% | +16.1% |
| YTD | +5.0% | +17.5% | -12.5% | +2.1% |
| 1Y | +1.1% | +32.6% | -31.5% | -3.3% |
| 3Y | +38.1% | +33.0% | +5.1% | +30.0% |
| 5Y | +32.7% | +20.3% | +12.4% | +25.4% |
| 10Y | +100.3% | +209.1% | -108.8% | +64.3% |
| All | +2,770.5% | +9,634.5% | -6,863.9% | +1,620.0% |
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