+279.5%
JBHT vs QSR
+218.5%
+61.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +4.9% | +2.4% | +2.4% | +4.1% |
| 30D | +0.6% | +7.6% | -7.0% | -1.7% |
| 3M | -3.2% | +12.6% | -15.8% | -6.7% |
| 6M | +17.0% | +14.4% | +2.6% | +11.8% |
| YTD | +41.7% | +19.6% | +22.0% | +33.6% |
| 1Y | +90.0% | +33.9% | +56.1% | +72.4% |
| 3Y | +47.0% | +27.1% | +19.9% | +34.3% |
| 5Y | +58.3% | +48.5% | +9.8% | +36.4% |
| 10Y | +273.9% | +126.2% | +147.7% | +181.6% |
| All | +279.5% | +218.5% | +61.0% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling