+201.6%
JBHT vs QSR
+211.4%
-9.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.6% | +7.3% | -8.9% | -3.7% |
| 30D | -2.3% | +11.9% | -14.2% | -5.6% |
| 3M | -18.5% | +7.5% | -26.0% | -20.4% |
| 6M | -11.3% | +2.5% | -13.7% | -12.2% |
| YTD | +12.6% | +17.0% | -4.4% | +6.7% |
| 1Y | +29.8% | +18.1% | +11.6% | +22.6% |
| 3Y | +28.1% | +28.6% | -0.5% | +16.6% |
| 5Y | +17.7% | +55.8% | -38.1% | +0.2% |
| 10Y | +196.1% | +140.5% | +55.6% | +120.9% |
| All | +201.6% | +211.4% | -9.8% | +117.6% |
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 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