+503.4%
QQQ vs JBHT
+192.4%
+311.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -5.0% | -1.6% | -3.4% | -4.4% |
| 30D | -13.4% | -2.3% | -11.1% | -12.8% |
| 3M | -8.1% | -18.5% | +10.4% | -2.3% |
| 6M | -5.5% | -11.3% | +5.8% | -3.0% |
| YTD | +7.2% | +12.6% | -5.4% | +0.3% |
| 1Y | +7.8% | +29.8% | -22.0% | -4.3% |
| 3Y | +80.7% | +28.1% | +52.6% | +55.3% |
| 5Y | +69.6% | +17.7% | +51.9% | +47.5% |
| All | +503.4% | +192.4% | +311.1% | +294.2% |
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 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