+523.8%
QQQ vs JBHT
+186.6%
+337.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -1.5% | +0.9% | -2.5% | -1.8% |
| 30D | -10.2% | -1.1% | -9.1% | -9.9% |
| 3M | -6.3% | -14.8% | +8.5% | -1.9% |
| 6M | -4.9% | -7.4% | +2.5% | -3.8% |
| YTD | +10.2% | +17.3% | -7.1% | +1.8% |
| 1Y | +8.8% | +35.3% | -26.5% | -4.7% |
| 3Y | +81.4% | +33.9% | +47.4% | +53.4% |
| 5Y | +78.5% | +22.5% | +56.0% | +53.1% |
| 10Y | +523.8% | +181.3% | +342.5% | +290.0% |
| All | +523.8% | +186.6% | +337.2% | +290.0% |
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