+34.9%
JBHT vs QSR
+21.9%
+13.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | +4.2% | -3.9% | +8.1% | +5.4% |
| 30D | -0.4% | +5.9% | -6.3% | -2.3% |
| 3M | -17.3% | +1.7% | -19.0% | -18.0% |
| 6M | -3.5% | -1.9% | -1.6% | -3.2% |
| YTD | +18.0% | +13.6% | +4.4% | +12.7% |
| 1Y | +35.5% | +13.1% | +22.4% | +29.5% |
| All | +34.9% | +21.9% | +13.1% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling