-100.0%
UVXY vs JBHT
+192.0%
-292.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.2% | +3.1% | -23.3% | -15.7% |
| 7D | -5.6% | +0.4% | -6.0% | -2.1% |
| 30D | +12.8% | -2.0% | +14.8% | +12.8% |
| 3M | -14.8% | -16.3% | +1.4% | -32.4% |
| 6M | -49.0% | -8.2% | -40.8% | -53.3% |
| YTD | -48.8% | +16.3% | -65.1% | -27.3% |
| 1Y | -66.4% | +32.2% | -98.6% | -41.2% |
| 3Y | -94.4% | +34.4% | -128.8% | -86.3% |
| 5Y | -99.5% | +20.3% | -119.9% | -98.7% |
| 10Y | -100.0% | +185.2% | -285.2% | -100.0% |
| All | -100.0% | +192.0% | -292.0% | -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