+44,419.7%
SBUX vs JBHT
+6,753.2%
+37,666.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.4% |
| 7D | +6.3% | +1.7% | +4.6% | +5.8% |
| 30D | +16.2% | -1.2% | +17.3% | +16.4% |
| 3M | +5.1% | -17.1% | +22.2% | +9.8% |
| 6M | +5.7% | -4.4% | +10.1% | +6.0% |
| YTD | +32.6% | +17.5% | +15.1% | +25.3% |
| 1Y | +41.3% | +32.6% | +8.7% | +29.2% |
| 3Y | +15.2% | +33.0% | -17.8% | +2.9% |
| 5Y | +10.1% | +20.3% | -10.2% | 0.0% |
| 10Y | +158.0% | +209.1% | -51.1% | +79.5% |
| All | +44,419.7% | +6,753.2% | +37,666.5% | +15,308.9% |
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