+45.6%
UPS vs JBHT
+192.4%
-146.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.8% |
| 30D | +17.3% | -2.3% | +19.6% | +18.6% |
| 3M | +6.6% | -18.5% | +25.1% | +16.1% |
| 6M | +12.0% | -11.3% | +23.3% | +16.8% |
| YTD | +14.4% | +12.6% | +1.8% | +6.3% |
| 1Y | +23.3% | +29.8% | -6.5% | +7.1% |
| 3Y | -9.6% | +28.1% | -37.7% | -24.3% |
| 5Y | -34.1% | +17.7% | -51.8% | -43.6% |
| All | +45.6% | +192.4% | -146.8% | -23.4% |
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