-58.5%
QS vs JBHT
+67.7%
-126.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.7% | -5.5% |
| 7D | -2.1% | -1.4% | -0.8% | -1.4% |
| 30D | -11.6% | -3.1% | -8.5% | -10.1% |
| 3M | -25.5% | -19.5% | -6.0% | -18.1% |
| 6M | -43.4% | -9.6% | -33.8% | -41.7% |
| YTD | -60.6% | +13.3% | -73.9% | -63.8% |
| 1Y | -75.9% | +29.7% | -105.6% | -79.3% |
| 3Y | -32.5% | +28.3% | -60.8% | -44.2% |
| 5Y | -86.8% | +18.5% | -105.2% | -88.8% |
| All | -58.5% | +67.7% | -126.2% | -74.0% |
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 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