+6,893.4%
URI vs JBHT
+7,678.5%
-785.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.3% |
| 7D | -2.0% | +4.9% | -6.9% | -4.1% |
| 30D | -12.9% | +0.6% | -13.5% | -13.3% |
| 3M | -6.7% | -3.2% | -3.5% | -5.8% |
| 6M | +19.0% | +17.0% | +2.0% | +10.2% |
| YTD | +25.5% | +41.7% | -16.1% | +6.4% |
| 1Y | +5.5% | +90.0% | -84.4% | -23.4% |
| 3Y | +111.3% | +47.0% | +64.3% | +71.0% |
| 5Y | +198.6% | +58.3% | +140.2% | +131.6% |
| 10Y | +1,179.9% | +273.9% | +906.0% | +600.2% |
| All | +6,893.4% | +7,678.5% | -785.1% | +1,673.4% |
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