+3,635.3%
STX vs JBHT
+272.5%
+3,362.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.1% |
| 7D | +2.4% | +4.9% | -2.5% | +0.2% |
| 30D | +1.4% | +0.6% | +0.8% | +1.4% |
| 3M | -8.2% | -3.2% | -5.0% | -7.5% |
| 6M | +127.0% | +17.0% | +110.1% | +109.0% |
| YTD | +209.1% | +41.7% | +167.5% | +159.9% |
| 1Y | +365.4% | +90.0% | +275.4% | +236.1% |
| 3Y | +1,135.4% | +47.0% | +1,088.4% | +879.2% |
| 5Y | +991.5% | +58.3% | +933.2% | +712.8% |
| All | +3,635.3% | +272.5% | +3,362.7% | +1,595.9% |
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 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