-100.0%
QID vs JBHT
+1,244.2%
-1,344.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | +1.8% |
| 7D | -0.6% | +4.9% | -5.5% | +3.2% |
| 30D | 0.0% | +0.6% | -0.6% | +0.9% |
| 3M | +3.7% | -3.2% | +6.9% | +2.3% |
| 6M | -29.9% | +17.0% | -46.8% | -18.9% |
| YTD | -28.8% | +41.7% | -70.4% | -4.1% |
| 1Y | -37.2% | +90.0% | -127.2% | +7.3% |
| 3Y | -73.7% | +47.0% | -120.7% | -59.0% |
| 5Y | -80.7% | +58.3% | -139.1% | -62.6% |
| 10Y | -99.1% | +273.9% | -373.0% | -95.4% |
| All | -100.0% | +1,244.2% | -1,344.1% | -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