-100.0%
UVXY vs JBHT
+182.5%
-282.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +7.0% |
| 7D | -22.1% | +7.0% | -29.1% | -13.0% |
| 30D | +8.2% | +0.5% | +7.7% | +12.3% |
| 3M | -12.3% | -17.4% | +5.0% | -31.9% |
| 6M | -51.0% | -1.7% | -49.3% | -50.3% |
| YTD | -49.9% | +20.7% | -70.7% | -24.9% |
| 1Y | -67.7% | +41.1% | -108.8% | -37.6% |
| 3Y | -94.1% | +38.0% | -132.1% | -84.9% |
| 5Y | -99.5% | +22.5% | -122.0% | -98.7% |
| All | -100.0% | +182.5% | -282.5% | -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