+184.7%
JBHT vs QSR
+134.8%
+49.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.2% | +3.9% | -3.6% | -1.1% |
| 30D | -2.2% | +9.3% | -11.4% | -5.1% |
| 3M | -16.5% | +5.9% | -22.3% | -18.2% |
| 6M | -8.4% | -1.0% | -7.5% | -8.4% |
| YTD | +16.1% | +16.7% | -0.6% | +9.6% |
| 1Y | +31.9% | +18.6% | +13.4% | +23.8% |
| 3Y | +34.1% | +25.4% | +8.7% | +21.9% |
| 5Y | +20.1% | +59.0% | -38.9% | -0.3% |
| 10Y | +184.7% | +130.4% | +54.3% | +122.3% |
| All | +184.7% | +134.8% | +49.9% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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