-83.6%
SPXU vs JBHT
+21.4%
-105.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.4% | +4.2% | -13.5% | -6.3% |
| 30D | +7.4% | -0.4% | +7.8% | +7.9% |
| 3M | +6.2% | -17.3% | +23.5% | -6.9% |
| 6M | -7.2% | -3.5% | -3.7% | -6.8% |
| YTD | -26.8% | +18.0% | -44.8% | -10.8% |
| 1Y | -26.3% | +35.5% | -61.8% | +1.8% |
| 3Y | -80.6% | +34.8% | -115.4% | -69.0% |
| 5Y | -83.6% | +19.7% | -103.3% | -68.2% |
| All | -83.6% | +21.4% | -105.0% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling