+82.1%
QQQ vs JBHT
+22.9%
+59.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -7.5% | -0.1% | -7.4% | -7.5% |
| 3M | -3.8% | -14.0% | +10.2% | 0.0% |
| 6M | -3.0% | -5.1% | +2.1% | -2.8% |
| YTD | +12.8% | +18.0% | -5.3% | +4.4% |
| 1Y | +11.6% | +36.5% | -24.9% | -1.8% |
| 3Y | +85.6% | +34.8% | +50.8% | +57.7% |
| 5Y | +82.1% | +21.4% | +60.7% | +53.9% |
| All | +82.1% | +22.9% | +59.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling