+7,682.4%
URI vs JBHT
+6,351.3%
+1,331.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.9% |
| 7D | -4.3% | +1.7% | -6.0% | -5.1% |
| 30D | +4.6% | -1.2% | +5.8% | +5.1% |
| 3M | -2.1% | -17.1% | +15.0% | +5.6% |
| 6M | +21.9% | -4.4% | +26.3% | +22.6% |
| YTD | +39.7% | +17.5% | +22.2% | +27.8% |
| 1Y | +32.9% | +32.6% | +0.3% | +14.9% |
| 3Y | +155.8% | +33.0% | +122.8% | +115.1% |
| 5Y | +202.4% | +20.3% | +182.1% | +164.2% |
| 10Y | +1,517.7% | +209.1% | +1,308.7% | +856.7% |
| All | +7,682.4% | +6,351.3% | +1,331.1% | +2,031.6% |
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