+1,198.4%
UMC vs JBHT
+192.0%
+1,006.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +6.6% |
| 7D | -9.2% | +0.4% | -9.6% | -9.1% |
| 30D | -35.1% | -2.0% | -33.2% | -34.7% |
| 3M | -20.5% | -16.3% | -4.2% | -16.7% |
| 6M | -1.7% | -8.2% | +6.5% | -0.3% |
| YTD | +92.8% | +16.3% | +76.5% | +81.1% |
| 1Y | +104.5% | +32.2% | +72.3% | +84.4% |
| 3Y | +129.8% | +34.4% | +95.5% | +99.1% |
| 5Y | +74.0% | +20.3% | +53.6% | +54.2% |
| 10Y | +1,198.4% | +185.2% | +1,013.2% | +848.1% |
| All | +1,198.4% | +192.0% | +1,006.4% | +848.1% |
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