+255.0%
UPS vs JBHT
+7,558.9%
-7,304.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.7% | -1.7% |
| 7D | +3.5% | -1.4% | +4.8% | +3.9% |
| 30D | +19.3% | -3.1% | +22.3% | +20.5% |
| 3M | +4.7% | -19.5% | +24.3% | +11.8% |
| 6M | +17.0% | -9.6% | +26.5% | +19.9% |
| YTD | +17.3% | +13.3% | +4.0% | +11.7% |
| 1Y | +27.4% | +29.7% | -2.3% | +16.1% |
| 3Y | -7.7% | +28.3% | -36.0% | -17.5% |
| 5Y | -32.4% | +18.5% | -50.9% | -38.4% |
| 10Y | +53.3% | +198.1% | -144.8% | +4.6% |
| All | +255.0% | +7,558.9% | -7,304.0% | +32.1% |
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