+23.7%
QCOM vs JBHT
+21.5%
+2.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +4.9% |
| 7D | -5.3% | +1.7% | -7.0% | -6.0% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | +7.0% | -17.1% | +24.2% | +15.3% |
| 6M | +3.8% | -4.4% | +8.2% | +3.5% |
| YTD | +2.8% | +17.5% | -14.7% | -8.0% |
| 1Y | +2.3% | +32.6% | -30.3% | -13.9% |
| 3Y | +54.4% | +33.0% | +21.4% | +24.4% |
| 5Y | +23.7% | +20.3% | +3.3% | +2.5% |
| All | +23.7% | +21.5% | +2.2% | +2.5% |
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