-100.0%
SPXU vs JBHT
+764.9%
-864.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -1.4% |
| 7D | +7.6% | -1.6% | +9.2% | +6.3% |
| 30D | +17.5% | -2.3% | +19.8% | +15.4% |
| 3M | +14.7% | -18.5% | +33.1% | -6.1% |
| 6M | -0.1% | -11.3% | +11.2% | -9.8% |
| YTD | -19.8% | +12.6% | -32.4% | -4.3% |
| 1Y | -23.7% | +29.8% | -53.5% | +6.8% |
| 3Y | -79.5% | +28.1% | -107.6% | -67.0% |
| 5Y | -81.9% | +17.7% | -99.6% | -66.4% |
| 10Y | -99.5% | +196.1% | -295.7% | -95.1% |
| All | -100.0% | +764.9% | -864.9% | -99.5% |
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