-80.9%
SPXU vs JBHT
+35.7%
-116.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -3.6% |
| 7D | +1.5% | +0.5% | +1.1% | +2.2% |
| 30D | +6.4% | -0.1% | +6.4% | +6.9% |
| 3M | +4.2% | -14.0% | +18.3% | -2.6% |
| 6M | -7.8% | -5.1% | -2.7% | -7.8% |
| YTD | -27.5% | +18.0% | -45.6% | -15.4% |
| 1Y | -27.1% | +36.5% | -63.7% | -6.4% |
| All | -80.9% | +35.7% | -116.6% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling