+275.9%
UNP vs JBHT
+272.5%
+3.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.1% |
| 7D | -5.3% | +4.9% | -10.2% | -7.5% |
| 30D | -1.5% | +0.6% | -2.1% | -2.1% |
| 3M | +10.3% | -3.2% | +13.5% | +11.3% |
| 6M | +9.7% | +17.0% | -7.3% | +0.7% |
| YTD | +27.1% | +41.7% | -14.6% | +6.2% |
| 1Y | +32.6% | +90.0% | -57.4% | -5.8% |
| 3Y | +40.0% | +47.0% | -7.0% | +9.7% |
| 5Y | +50.8% | +58.3% | -7.5% | +9.4% |
| All | +275.9% | +272.5% | +3.4% | +57.9% |
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