+123.8%
STX vs JBHT
+34.8%
+88.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -8.3% |
| 7D | -20.2% | +1.7% | -21.9% | -20.5% |
| 30D | -37.2% | -1.2% | -36.0% | -37.1% |
| 3M | -34.1% | -17.1% | -16.9% | -31.1% |
| 6M | -24.5% | -4.4% | -20.1% | -25.3% |
| YTD | +102.9% | +17.5% | +85.5% | +75.3% |
| 1Y | +123.8% | +32.6% | +91.2% | +98.9% |
| All | +123.8% | +34.8% | +88.9% | +98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling