+177.2%
ULTA vs JBHT
+192.4%
-15.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +0.7% | -1.6% | +2.3% | +1.3% |
| 30D | +18.2% | -2.3% | +20.5% | +19.3% |
| 3M | +19.7% | -18.5% | +38.1% | +28.9% |
| 6M | +20.5% | -11.3% | +31.8% | +24.1% |
| YTD | +6.6% | +12.6% | -6.0% | -1.8% |
| 1Y | +26.5% | +29.8% | -3.3% | +9.3% |
| 3Y | +67.0% | +28.1% | +39.0% | +39.0% |
| 5Y | +64.5% | +17.7% | +46.9% | +38.5% |
| All | +177.2% | +192.4% | -15.1% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling