+214.3%
UNH vs JBHT
+176.2%
+38.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +4.2% | -1.8% | +1.3% |
| 30D | +7.2% | -0.4% | +7.6% | +7.3% |
| 3M | +0.5% | -17.3% | +17.8% | +5.1% |
| 6M | +3.4% | -3.5% | +6.9% | +3.1% |
| YTD | +25.2% | +18.0% | +7.1% | +17.2% |
| 1Y | +22.7% | +35.5% | -12.9% | +10.3% |
| 3Y | -20.3% | +34.8% | -55.1% | -30.7% |
| 5Y | -3.4% | +19.7% | -23.1% | -15.1% |
| All | +214.3% | +176.2% | +38.1% | +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