+2.3%
QCOM vs JBHT
+34.8%
-32.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.1% |
| 7D | -5.3% | +1.7% | -7.0% | -5.7% |
| 30D | -4.2% | -1.2% | -3.0% | -4.0% |
| 3M | +7.0% | -17.1% | +24.2% | +11.3% |
| 6M | +3.8% | -4.4% | +8.2% | +3.0% |
| YTD | +2.8% | +17.5% | -14.7% | -7.1% |
| 1Y | +2.3% | +32.6% | -30.3% | -11.0% |
| All | +2.3% | +34.8% | -32.6% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling