-100.0%
UVXY vs JBHT
+795.4%
-895.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +5.7% |
| 7D | -5.0% | +4.9% | -9.9% | +3.8% |
| 30D | -20.5% | +0.6% | -21.1% | -19.7% |
| 3M | -36.6% | -3.2% | -33.4% | -40.6% |
| 6M | -56.9% | +17.0% | -73.9% | -39.4% |
| YTD | -51.2% | +41.7% | -92.9% | -0.6% |
| 1Y | -69.8% | +90.0% | -159.8% | -0.1% |
| 3Y | -95.1% | +47.0% | -142.0% | -85.0% |
| 5Y | -99.7% | +58.3% | -158.0% | -98.5% |
| 10Y | -100.0% | +273.9% | -373.9% | -100.0% |
| All | -100.0% | +795.4% | -895.4% | -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 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