+140.0%
SBUX vs JBHT
+192.4%
-52.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +1.7% | -1.6% | +3.3% | +2.3% |
| 30D | +12.6% | -2.3% | +14.9% | +13.4% |
| 3M | +0.8% | -18.5% | +19.3% | +7.2% |
| 6M | +0.2% | -11.3% | +11.5% | +2.9% |
| YTD | +27.4% | +12.6% | +14.9% | +19.2% |
| 1Y | +31.5% | +29.8% | +1.7% | +16.7% |
| 3Y | +9.3% | +28.1% | -18.8% | -6.2% |
| 5Y | +1.5% | +17.7% | -16.2% | -11.9% |
| All | +140.0% | +192.4% | -52.4% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling