+227.0%
UPS vs JBHT
+9,474.8%
-9,247.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.0% | -2.1% |
| 7D | -2.9% | +4.9% | -7.8% | -4.4% |
| 30D | -3.5% | +0.6% | -4.1% | -3.9% |
| 3M | -5.7% | -3.2% | -2.5% | -5.0% |
| 6M | -4.4% | +17.0% | -21.3% | -9.5% |
| YTD | +8.0% | +41.7% | -33.6% | -3.9% |
| 1Y | +29.0% | +90.0% | -61.0% | +3.4% |
| 3Y | -27.7% | +47.0% | -74.7% | -38.0% |
| 5Y | -34.3% | +58.3% | -92.7% | -45.3% |
| 10Y | +37.8% | +273.9% | -236.1% | -12.3% |
| All | +227.0% | +9,474.8% | -9,247.8% | +13.6% |
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