-44.6%
QS vs JBHT
+109.7%
-154.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | -0.8% |
| 7D | -2.3% | +4.9% | -7.2% | -4.6% |
| 30D | -0.7% | +0.6% | -1.3% | -1.1% |
| 3M | -39.6% | -3.2% | -36.4% | -39.1% |
| 6M | -21.7% | +17.0% | -38.7% | -28.5% |
| YTD | -47.4% | +41.7% | -89.1% | -56.3% |
| 1Y | -28.4% | +90.0% | -118.4% | -50.5% |
| 3Y | -22.6% | +47.0% | -69.6% | -38.9% |
| 5Y | -75.6% | +58.3% | -133.9% | -81.2% |
| All | -44.6% | +109.7% | -154.3% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling