+250.3%
QCOM vs JBHT
+272.5%
-22.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.2% |
| 7D | +3.3% | +4.9% | -1.6% | +1.1% |
| 30D | +7.7% | +0.6% | +7.1% | +7.2% |
| 3M | -30.1% | -3.2% | -26.9% | -29.5% |
| 6M | +22.8% | +17.0% | +5.9% | +12.7% |
| YTD | +0.2% | +41.7% | -41.5% | -16.2% |
| 1Y | +7.9% | +90.0% | -82.1% | -22.7% |
| 3Y | +55.8% | +47.0% | +8.8% | +23.1% |
| 5Y | +30.1% | +58.3% | -28.2% | -2.0% |
| All | +250.3% | +272.5% | -22.2% | +62.2% |
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