+1,272.7%
UMC vs JBHT
+182.5%
+1,090.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.6% | -3.0% |
| 7D | +11.2% | +7.0% | +4.2% | +9.0% |
| 30D | -28.0% | +0.5% | -28.5% | -28.0% |
| 3M | -20.5% | -17.4% | -3.2% | -16.4% |
| 6M | -1.6% | -1.7% | +0.1% | -2.2% |
| YTD | +99.4% | +20.7% | +78.6% | +85.1% |
| 1Y | +120.4% | +41.1% | +79.3% | +94.7% |
| 3Y | +134.2% | +38.0% | +96.2% | +101.2% |
| 5Y | +78.8% | +22.5% | +56.4% | +57.5% |
| All | +1,272.7% | +182.5% | +1,090.3% | +831.3% |
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