-100.0%
QID vs JBHT
+975.2%
-1,075.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -3.6% | +16.3% | +10.0% |
| 7D | +20.2% | -1.4% | +21.6% | +19.4% |
| 30D | +35.3% | -3.1% | +38.4% | +32.7% |
| 3M | +21.3% | -19.5% | +40.9% | +4.2% |
| 6M | +6.7% | -9.6% | +16.3% | +1.2% |
| YTD | -13.6% | +13.3% | -26.9% | -1.0% |
| 1Y | -11.0% | +29.7% | -40.7% | +13.7% |
| 3Y | -69.8% | +28.3% | -98.1% | -57.3% |
| 5Y | -74.1% | +18.5% | -92.6% | -59.7% |
| 10Y | -99.0% | +198.1% | -297.1% | -95.5% |
| All | -100.0% | +975.2% | -1,075.2% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling