+443.6%
STX vs JBHT
+17.1%
+426.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -28.5% | -1.6% | -26.9% | -27.9% |
| 30D | -42.9% | -2.3% | -40.6% | -42.4% |
| 3M | -45.9% | -18.5% | -27.5% | -41.8% |
| 6M | -41.3% | -11.3% | -30.0% | -39.7% |
| YTD | +67.9% | +12.6% | +55.4% | +55.0% |
| 1Y | +66.5% | +29.8% | +36.8% | +44.9% |
| 3Y | +588.0% | +28.1% | +559.9% | +478.1% |
| All | +443.6% | +17.1% | +426.5% | +356.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling