-90.9%
QS vs JBHT
+22.5%
-113.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.3% | -7.4% | -6.4% |
| 7D | -14.0% | +7.0% | -21.1% | -17.2% |
| 30D | -6.4% | +0.5% | -6.9% | -6.5% |
| 3M | -40.3% | -17.4% | -22.9% | -34.2% |
| 6M | -57.5% | -1.7% | -55.8% | -58.2% |
| YTD | -64.7% | +20.7% | -85.4% | -69.4% |
| 1Y | -72.9% | +41.1% | -114.0% | -78.6% |
| 3Y | -33.5% | +38.0% | -71.4% | -50.4% |
| All | -90.9% | +22.5% | -113.5% | -93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling