-88.6%
QS vs JBHT
+17.1%
-105.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.5% |
| 7D | +5.4% | -1.6% | +7.0% | +6.5% |
| 30D | -5.3% | -2.3% | -3.0% | -3.9% |
| 3M | -22.6% | -18.5% | -4.1% | -14.1% |
| 6M | -46.2% | -11.3% | -34.9% | -43.9% |
| YTD | -58.9% | +12.6% | -71.5% | -63.0% |
| 1Y | -73.1% | +29.8% | -102.8% | -77.8% |
| 3Y | -27.2% | +28.1% | -55.3% | -43.5% |
| All | -88.6% | +17.1% | -105.7% | -91.2% |
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