+64.5%
ULTA vs JBHT
+22.5%
+41.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +0.7% |
| 7D | +2.5% | +7.0% | -4.6% | +0.1% |
| 30D | +11.5% | +0.5% | +11.0% | +11.3% |
| 3M | +28.1% | -17.4% | +45.5% | +35.7% |
| 6M | +34.2% | -1.7% | +36.0% | +32.5% |
| YTD | +9.2% | +20.7% | -11.5% | -0.6% |
| 1Y | +23.7% | +41.1% | -17.3% | +6.3% |
| 3Y | +69.2% | +38.0% | +31.2% | +40.9% |
| All | +64.5% | +22.5% | +41.9% | +40.3% |
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 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