+108.2%
UMC vs JBHT
+27.4%
+80.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | -17.0% | -1.6% | -15.4% | -16.6% |
| 30D | -40.6% | -2.3% | -38.3% | -40.2% |
| 3M | -27.9% | -18.5% | -9.4% | -25.3% |
| 6M | -7.5% | -11.3% | +3.8% | -6.2% |
| YTD | +79.3% | +12.6% | +66.7% | +73.3% |
| 1Y | +92.8% | +29.8% | +63.0% | +81.2% |
| 3Y | +108.2% | +28.1% | +80.1% | +85.7% |
| All | +108.2% | +27.4% | +80.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling