+10.0%
SBUX vs JBHT
+28.2%
-18.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -2.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.0% |
| 30D | +10.5% | -3.1% | +13.5% | +11.3% |
| 3M | +0.7% | -19.5% | +20.3% | +5.8% |
| 6M | +2.3% | -9.6% | +11.9% | +3.8% |
| YTD | +28.4% | +13.3% | +15.0% | +21.2% |
| 1Y | +31.4% | +29.7% | +1.7% | +19.3% |
| All | +10.0% | +28.2% | -18.2% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling