+93.7%
JBHT vs QSR
+29.1%
+64.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.7% | +0.8% |
| 7D | +7.1% | +0.1% | +7.1% | +7.1% |
| 30D | +2.3% | +5.9% | -3.6% | +1.1% |
| 3M | -4.5% | +10.5% | -15.0% | -5.6% |
| 6M | +29.2% | +7.7% | +21.5% | +27.8% |
| YTD | +42.2% | +16.8% | +25.4% | +39.8% |
| 1Y | +93.7% | +30.9% | +62.9% | +83.1% |
| All | +93.7% | +29.1% | +64.6% | +83.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling