+129.1%
UMC vs JBHT
+8,709.9%
-8,580.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | -17.0% | -1.6% | -15.4% | -16.2% |
| 30D | -40.6% | -2.3% | -38.3% | -39.9% |
| 3M | -27.9% | -18.5% | -9.4% | -22.0% |
| 6M | -7.5% | -11.3% | +3.8% | -4.1% |
| YTD | +79.3% | +12.6% | +66.7% | +66.1% |
| 1Y | +92.8% | +29.8% | +63.0% | +67.3% |
| 3Y | +108.2% | +28.1% | +80.1% | +72.0% |
| 5Y | +68.4% | +17.7% | +50.8% | +42.3% |
| 10Y | +1,107.7% | +196.1% | +911.6% | +505.8% |
| All | +129.1% | +8,709.9% | -8,580.8% | -79.3% |
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 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