-19.1%
QID vs JBHT
+31.8%
-50.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -10.0% | -5.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.5% |
| 30D | +20.1% | -2.2% | +22.2% | +19.7% |
| 3M | +11.8% | -16.5% | +28.3% | +7.0% |
| 6M | +5.5% | -8.4% | +14.0% | +5.0% |
| YTD | -21.5% | +16.1% | -37.6% | -11.7% |
| All | -19.1% | +31.8% | -50.9% | -3.7% |
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