-56.8%
QS vs JBHT
+66.6%
-123.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | +5.4% | -1.6% | +7.0% | +6.3% |
| 30D | -5.3% | -2.3% | -3.0% | -4.1% |
| 3M | -22.6% | -18.5% | -4.1% | -15.4% |
| 6M | -46.2% | -11.3% | -34.9% | -44.1% |
| YTD | -58.9% | +12.6% | -71.5% | -62.2% |
| 1Y | -73.1% | +29.8% | -102.8% | -76.9% |
| 3Y | -27.2% | +28.1% | -55.3% | -39.9% |
| 5Y | -86.2% | +17.7% | -103.9% | -88.3% |
| All | -56.8% | +66.6% | -123.4% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling