+16.8%
JBHT vs SOXQ
+158.0%
-141.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.9% |
| 7D | -1.6% | -12.2% | +10.6% | +2.3% |
| 30D | -2.3% | -28.2% | +25.9% | +8.1% |
| 3M | -18.5% | -22.1% | +3.6% | -12.4% |
| 6M | -11.3% | -18.1% | +6.9% | -8.7% |
| YTD | +12.6% | +32.7% | -20.2% | -4.3% |
| 1Y | +29.8% | +34.1% | -4.4% | +9.6% |
| 3Y | +28.1% | +176.7% | -148.6% | -23.4% |
| All | +16.8% | +158.0% | -141.2% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling