+216.1%
UNH vs JBHT
+182.5%
+33.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | 0.0% |
| 7D | +3.4% | +7.0% | -3.7% | +1.5% |
| 30D | +3.0% | +0.5% | +2.5% | +2.8% |
| 3M | +2.7% | -17.4% | +20.1% | +7.5% |
| 6M | +2.8% | -1.7% | +4.5% | +2.0% |
| YTD | +25.9% | +20.7% | +5.1% | +17.1% |
| 1Y | +25.8% | +41.1% | -15.3% | +11.9% |
| 3Y | -20.0% | +38.0% | -58.0% | -30.9% |
| 5Y | -2.8% | +22.5% | -25.3% | -15.1% |
| All | +216.1% | +182.5% | +33.6% | +81.4% |
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