+1,179.9%
URI vs JBHT
+272.5%
+907.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | -0.3% |
| 7D | -2.0% | +4.9% | -6.9% | -5.1% |
| 30D | -12.9% | +0.6% | -13.5% | -13.6% |
| 3M | -6.7% | -3.2% | -3.5% | -5.5% |
| 6M | +19.0% | +17.0% | +2.0% | +5.6% |
| YTD | +25.5% | +41.7% | -16.1% | -2.6% |
| 1Y | +5.5% | +90.0% | -84.4% | -35.4% |
| 3Y | +111.3% | +47.0% | +64.3% | +51.3% |
| 5Y | +198.6% | +58.3% | +140.2% | +92.9% |
| All | +1,179.9% | +272.5% | +907.4% | +262.6% |
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 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