+292.6%
STLD vs JBHT
+58.3%
+234.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.7% |
| 7D | +3.1% | +4.9% | -1.7% | +1.1% |
| 30D | -9.0% | +0.6% | -9.6% | -9.4% |
| 3M | -12.4% | -3.2% | -9.2% | -11.9% |
| 6M | +25.5% | +17.0% | +8.6% | +15.9% |
| YTD | +43.6% | +41.7% | +2.0% | +22.1% |
| 1Y | +87.2% | +90.0% | -2.8% | +38.4% |
| 3Y | +135.2% | +47.0% | +88.3% | +90.9% |
| All | +292.6% | +58.3% | +234.4% | +196.3% |
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 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