+9,936.9%
UNP vs JBHT
+9,634.5%
+302.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +3.6% | +1.7% | +1.9% | +3.1% |
| 30D | +11.4% | -1.2% | +12.5% | +11.7% |
| 3M | +4.6% | -17.1% | +21.7% | +9.5% |
| 6M | +18.3% | -4.4% | +22.7% | +18.8% |
| YTD | +35.4% | +17.5% | +17.9% | +28.2% |
| 1Y | +42.6% | +32.6% | +10.0% | +30.5% |
| 3Y | +55.4% | +33.0% | +22.4% | +39.2% |
| 5Y | +45.6% | +20.3% | +25.2% | +32.8% |
| 10Y | +333.0% | +209.1% | +123.9% | +209.2% |
| All | +9,936.9% | +9,634.5% | +302.4% | +3,983.7% |
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