+45.9%
UPS vs JBHT
+182.5%
-136.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +0.8% |
| 7D | +3.8% | +7.0% | -3.2% | +0.6% |
| 30D | +17.4% | +0.5% | +16.8% | +17.1% |
| 3M | +8.2% | -17.4% | +25.6% | +17.2% |
| 6M | +17.9% | -1.7% | +19.7% | +17.2% |
| YTD | +18.7% | +20.7% | -2.0% | +6.8% |
| 1Y | +24.8% | +41.1% | -16.3% | +4.2% |
| 3Y | -4.5% | +38.0% | -42.5% | -22.8% |
| 5Y | -33.2% | +22.5% | -55.7% | -43.9% |
| All | +45.9% | +182.5% | -136.5% | -23.0% |
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