+392.6%
STM vs JBHT
+192.4%
+200.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.8% |
| 7D | -10.7% | -1.6% | -9.1% | -9.8% |
| 30D | -25.7% | -2.3% | -23.5% | -24.9% |
| 3M | -21.6% | -18.5% | -3.1% | -13.4% |
| 6M | -27.8% | -11.3% | -16.5% | -24.6% |
| YTD | +61.8% | +12.6% | +49.2% | +47.8% |
| 1Y | +78.1% | +29.8% | +48.3% | +50.5% |
| 3Y | +4.9% | +28.1% | -23.2% | -14.8% |
| 5Y | -14.3% | +17.7% | -31.9% | -28.6% |
| All | +392.6% | +192.4% | +200.2% | +174.1% |
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