+243.6%
UMC vs JBHT
+10,986.6%
-10,743.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.4% |
| 7D | +5.0% | +4.9% | +0.1% | +2.7% |
| 30D | +7.7% | +0.6% | +7.1% | +7.1% |
| 3M | +1.7% | -3.2% | +4.9% | +2.2% |
| 6M | +113.9% | +17.0% | +97.0% | +97.7% |
| YTD | +168.9% | +41.7% | +127.2% | +127.0% |
| 1Y | +207.2% | +90.0% | +117.2% | +123.2% |
| 3Y | +227.7% | +47.0% | +180.7% | +156.4% |
| 5Y | +118.0% | +58.3% | +59.7% | +62.2% |
| 10Y | +1,682.1% | +273.9% | +1,408.2% | +712.3% |
| All | +243.6% | +10,986.6% | -10,743.1% | -71.8% |
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