-100.0%
UVXY vs JBHT
+276.8%
-376.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.8% |
| 7D | -4.7% | +7.1% | -11.9% | +5.8% |
| 30D | -17.1% | +2.3% | -19.4% | -13.8% |
| 3M | -39.9% | -4.5% | -35.4% | -44.0% |
| 6M | -66.9% | +29.2% | -96.1% | -48.6% |
| YTD | -50.1% | +42.2% | -92.3% | -6.8% |
| 1Y | -68.3% | +93.7% | -162.1% | -7.5% |
| 3Y | -95.0% | +53.2% | -148.2% | -84.9% |
| 5Y | -99.7% | +62.4% | -162.1% | -98.5% |
| 10Y | -100.0% | +274.7% | -374.7% | -100.0% |
| All | -100.0% | +276.8% | -376.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling