+1,426.4%
QQQ vs JBHT
+4,479.6%
-3,053.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | -5.5% | -11.3% | +5.8% | -3.0% |
| YTD | +7.2% | +12.6% | -5.4% | +1.1% |
| 1Y | +7.8% | +29.8% | -22.0% | -3.2% |
| 3Y | +80.7% | +28.1% | +52.6% | +57.8% |
| 5Y | +69.6% | +17.7% | +51.9% | +50.4% |
| 10Y | +517.8% | +196.1% | +321.6% | +288.8% |
| All | +1,426.4% | +4,479.6% | -3,053.2% | +268.4% |
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