+178.0%
JBHT vs QSR
+136.7%
+41.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.0% |
| 7D | +0.5% | -2.2% | +2.7% | +1.2% |
| 30D | -0.1% | +7.8% | -7.9% | -2.6% |
| 3M | -14.0% | +5.5% | -19.5% | -15.7% |
| 6M | -5.1% | -0.2% | -4.9% | -5.3% |
| YTD | +18.0% | +15.4% | +2.6% | +11.8% |
| 1Y | +36.5% | +15.3% | +21.2% | +29.3% |
| 3Y | +34.8% | +23.7% | +11.1% | +23.0% |
| 5Y | +21.4% | +60.4% | -38.9% | +0.3% |
| 10Y | +178.0% | +142.2% | +35.7% | +112.7% |
| All | +178.0% | +136.7% | +41.2% | +112.7% |
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