-53.8%
QS vs JBHT
+71.8%
-125.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.3% |
| 7D | +13.7% | +0.2% | +13.4% | +13.7% |
| 30D | -0.2% | -2.2% | +1.9% | +1.1% |
| 3M | -24.8% | -16.5% | -8.4% | -18.7% |
| 6M | -39.4% | -8.4% | -31.0% | -38.0% |
| YTD | -56.1% | +16.1% | -72.2% | -60.2% |
| 1Y | -72.5% | +31.9% | -104.4% | -76.6% |
| 3Y | -16.3% | +34.1% | -50.4% | -32.5% |
| 5Y | -87.6% | +20.1% | -107.7% | -89.6% |
| All | -53.8% | +71.8% | -125.7% | -71.4% |
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