-22.0%
QID vs JBHT
+36.1%
-58.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -11.8% | +4.2% | -16.0% | -10.5% |
| 30D | +14.2% | -0.4% | +14.6% | +14.5% |
| 3M | +8.8% | -17.3% | +26.1% | +3.7% |
| 6M | +1.5% | -3.5% | +5.0% | +2.8% |
| YTD | -23.8% | +18.0% | -41.8% | -13.8% |
| 1Y | -22.0% | +35.5% | -57.5% | -7.2% |
| All | -22.0% | +36.1% | -58.1% | -7.2% |
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