-9.7%
STZ vs JBHT
+272.5%
-282.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | -1.9% | +4.9% | -6.8% | -3.2% |
| 30D | -1.9% | +0.6% | -2.5% | -2.3% |
| 3M | -6.2% | -3.2% | -3.0% | -5.8% |
| 6M | -14.0% | +17.0% | -31.0% | -18.3% |
| YTD | -5.1% | +41.7% | -46.8% | -14.7% |
| 1Y | -9.6% | +90.0% | -99.6% | -25.8% |
| 3Y | -47.2% | +47.0% | -94.2% | -54.5% |
| 5Y | -33.6% | +58.3% | -91.9% | -45.7% |
| All | -9.7% | +272.5% | -282.2% | -46.8% |
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