+1,907.5%
STX vs JBHT
+194.3%
+1,713.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.6% | -12.7% | -14.7% |
| 7D | -33.4% | -1.4% | -32.0% | -32.9% |
| 30D | -42.1% | -3.1% | -39.0% | -41.3% |
| 3M | -44.3% | -19.5% | -24.7% | -39.2% |
| 6M | -39.4% | -9.6% | -29.8% | -38.1% |
| YTD | +70.0% | +13.3% | +56.6% | +55.8% |
| 1Y | +70.2% | +29.7% | +40.5% | +46.6% |
| 3Y | +585.2% | +28.3% | +556.9% | +469.1% |
| 5Y | +455.7% | +18.5% | +437.2% | +368.2% |
| All | +1,907.5% | +194.3% | +1,713.2% | +954.2% |
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