+30.9%
QCOM vs JBHT
+58.3%
-27.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.4% |
| YTD | +0.2% | +41.7% | -41.5% | -16.7% |
| 1Y | +7.9% | +90.0% | -82.1% | -23.6% |
| 3Y | +55.8% | +47.0% | +8.8% | +22.4% |
| All | +30.9% | +58.3% | -27.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling