-99.0%
QID vs JBHT
+192.4%
-291.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -3.0% |
| 7D | +9.4% | -1.6% | +11.0% | +8.5% |
| 30D | +31.2% | -2.3% | +33.5% | +29.7% |
| 3M | +17.4% | -18.5% | +35.9% | +3.6% |
| 6M | +8.4% | -11.3% | +19.7% | +2.4% |
| YTD | -15.8% | +12.6% | -28.3% | -4.4% |
| 1Y | -16.3% | +29.8% | -46.1% | +5.5% |
| 3Y | -70.4% | +28.1% | -98.5% | -58.8% |
| 5Y | -74.8% | +17.7% | -92.5% | -61.3% |
| All | -99.0% | +192.4% | -291.3% | -96.6% |
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 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