+59.9%
JBHT vs QSR
+49.2%
+10.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +4.9% | +2.4% | +2.4% | +4.0% |
| 30D | +0.6% | +7.6% | -7.0% | -2.0% |
| 3M | -3.2% | +12.6% | -15.8% | -7.1% |
| 6M | +17.0% | +14.4% | +2.6% | +11.0% |
| YTD | +41.7% | +19.6% | +22.0% | +32.3% |
| 1Y | +90.0% | +33.9% | +56.1% | +69.3% |
| 3Y | +47.0% | +27.1% | +19.9% | +31.6% |
| All | +59.9% | +49.2% | +10.7% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling