+7.8%
STZ vs JBHT
+207.9%
-200.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.0% |
| 7D | +13.0% | +1.7% | +11.3% | +12.5% |
| 30D | +29.4% | -1.2% | +30.6% | +29.7% |
| 3M | +11.6% | -17.1% | +28.7% | +16.5% |
| 6M | -0.2% | -4.4% | +4.2% | -0.2% |
| YTD | +8.6% | +17.5% | -8.9% | +2.1% |
| 1Y | +15.9% | +32.6% | -16.7% | +5.4% |
| 3Y | -35.4% | +33.0% | -68.5% | -43.2% |
| 5Y | -26.9% | +20.3% | -47.2% | -35.2% |
| 10Y | +7.8% | +209.1% | -201.3% | -22.3% |
| All | +7.8% | +207.9% | -200.1% | -22.3% |
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