+47.0%
QCOM vs JBHT
+27.4%
+19.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.8% |
| 7D | +0.4% | -1.6% | +2.0% | +1.1% |
| 30D | -6.6% | -2.3% | -4.3% | -5.8% |
| 3M | +3.7% | -18.5% | +22.2% | +10.7% |
| 6M | -13.3% | -11.3% | -2.0% | -11.1% |
| YTD | -1.8% | +12.6% | -14.4% | -8.8% |
| 1Y | -2.5% | +29.8% | -32.3% | -14.5% |
| 3Y | +47.0% | +28.1% | +18.9% | +26.3% |
| All | +47.0% | +27.4% | +19.6% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling