+3.2%
QCOM vs JBHT
+33.2%
-30.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +5.5% | +0.9% | +4.6% | +5.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +7.6% | -14.8% | +22.4% | +11.2% |
| 6M | -20.1% | -7.4% | -12.6% | -19.7% |
| YTD | +3.0% | +17.3% | -14.3% | -8.1% |
| 1Y | +3.2% | +35.3% | -32.1% | -13.4% |
| All | +3.2% | +33.2% | -30.0% | -13.4% |
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