+42.4%
JBHT vs SOXQ
+228.4%
-186.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.0% | -3.9% | +0.8% |
| 7D | +0.2% | -2.9% | +3.1% | +0.9% |
| 30D | -2.2% | -20.1% | +18.0% | +4.6% |
| 3M | -16.5% | -18.6% | +2.2% | -11.5% |
| 6M | -8.4% | -14.6% | +6.2% | -6.9% |
| YTD | +16.1% | +42.1% | -26.0% | -3.4% |
| 1Y | +31.9% | +45.2% | -13.2% | +8.6% |
| 3Y | +34.1% | +195.3% | -161.2% | -21.0% |
| 5Y | +20.1% | +174.8% | -154.7% | -31.8% |
| All | +42.4% | +228.4% | -186.0% | -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 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