-30.1%
QS vs JBHT
+28.2%
-58.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.7% | -6.0% |
| 7D | -2.1% | -1.4% | -0.8% | -1.6% |
| 30D | -11.6% | -3.1% | -8.5% | -10.5% |
| 3M | -25.5% | -19.5% | -6.0% | -20.3% |
| 6M | -43.4% | -9.6% | -33.8% | -42.1% |
| YTD | -60.6% | +13.3% | -73.9% | -62.6% |
| 1Y | -75.9% | +29.7% | -105.6% | -78.1% |
| All | -30.1% | +28.2% | -58.3% | -45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling