+73.8%
JBHT vs SOXQ
+283.8%
-210.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.5% | +1.7% |
| 7D | +4.9% | +2.3% | +2.5% | +4.1% |
| 30D | +0.6% | -2.3% | +2.8% | +1.4% |
| 3M | -3.2% | -13.8% | +10.6% | +0.1% |
| 6M | +17.0% | +48.6% | -31.7% | -2.0% |
| YTD | +41.7% | +66.0% | -24.3% | +13.3% |
| 1Y | +90.0% | +107.9% | -17.9% | +38.4% |
| 3Y | +47.0% | +224.1% | -177.2% | -14.7% |
| 5Y | +58.3% | +256.6% | -198.3% | -16.9% |
| All | +73.8% | +283.8% | -210.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling