+44.8%
JBHT vs SOXQ
+245.8%
-201.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.1% | -1.2% |
| 7D | +0.5% | +2.9% | -2.4% | -0.8% |
| 30D | -0.1% | -13.6% | +13.5% | +4.0% |
| 3M | -14.0% | -12.5% | -1.5% | -11.1% |
| 6M | -5.1% | -12.4% | +7.3% | -4.2% |
| YTD | +18.0% | +49.6% | -31.5% | -3.4% |
| 1Y | +36.5% | +52.0% | -15.4% | +10.8% |
| 3Y | +34.8% | +199.1% | -164.3% | -20.6% |
| 5Y | +21.4% | +192.6% | -171.2% | -32.4% |
| All | +44.8% | +245.8% | -201.0% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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