+1,812.9%
ULTA vs JBHT
+1,092.3%
+720.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.6% | -0.1% |
| 7D | +9.0% | +4.9% | +4.1% | +6.4% |
| 30D | +4.6% | +0.6% | +4.0% | +3.7% |
| 3M | +22.0% | -3.2% | +25.2% | +22.6% |
| 6M | -14.7% | +17.0% | -31.7% | -22.7% |
| YTD | -6.8% | +41.7% | -48.4% | -23.5% |
| 1Y | +6.5% | +90.0% | -83.4% | -26.3% |
| 3Y | +35.6% | +47.0% | -11.4% | +3.3% |
| 5Y | +47.6% | +58.3% | -10.7% | +4.1% |
| 10Y | +128.9% | +273.9% | -145.0% | -6.1% |
| All | +1,812.9% | +1,092.3% | +720.7% | +241.6% |
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