+131.6%
ULTA vs JBHT
+275.4%
-143.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | +0.1% |
| 7D | +9.0% | +4.9% | +4.1% | +6.8% |
| 30D | +4.6% | +0.6% | +4.0% | +3.8% |
| 3M | +22.0% | -3.2% | +25.2% | +22.5% |
| 6M | -14.7% | +17.0% | -31.7% | -21.5% |
| YTD | -6.8% | +41.7% | -48.4% | -21.4% |
| 1Y | +6.5% | +90.0% | -83.4% | -22.3% |
| 3Y | +35.6% | +47.0% | -11.4% | +7.8% |
| 5Y | +47.6% | +58.3% | -10.7% | +9.3% |
| All | +131.6% | +275.4% | -143.8% | +16.3% |
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