+227.5%
UNH vs JBHT
+186.6%
+40.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +0.2% | +0.9% | -0.8% | -0.1% |
| 30D | +6.8% | -1.1% | +7.9% | +7.1% |
| 3M | -0.3% | -14.8% | +14.5% | +3.4% |
| 6M | +7.9% | -7.4% | +15.3% | +8.8% |
| YTD | +25.1% | +17.3% | +7.8% | +17.3% |
| 1Y | +29.3% | +35.3% | -6.0% | +16.3% |
| 3Y | -20.3% | +33.9% | -54.2% | -30.6% |
| 5Y | -3.6% | +22.5% | -26.1% | -16.3% |
| 10Y | +227.5% | +181.3% | +46.1% | +85.2% |
| All | +227.5% | +186.6% | +40.9% | +85.2% |
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