+5.2%
QBTS vs JBHT
+68.0%
-62.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.7% | +18.7% | +18.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | -29.8% | -2.3% | -27.5% | -29.4% |
| 3M | -45.0% | -18.5% | -26.5% | -42.4% |
| 6M | -55.2% | -11.3% | -43.9% | -54.3% |
| YTD | -59.2% | +12.6% | -71.7% | -60.7% |
| 1Y | -62.4% | +29.8% | -92.1% | -64.9% |
| 3Y | +1,264.0% | +28.1% | +1,235.9% | +1,148.3% |
| 5Y | +8.8% | +17.7% | -8.9% | +1.4% |
| All | +5.2% | +68.0% | -62.8% | -2.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling