+15.7%
STM vs JBHT
+47.5%
-31.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.5% |
| 7D | +5.8% | +4.9% | +0.9% | +3.4% |
| 30D | -1.0% | +0.6% | -1.6% | -1.3% |
| 3M | -33.3% | -3.2% | -30.1% | -32.5% |
| 6M | +57.4% | +17.0% | +40.4% | +44.5% |
| YTD | +102.2% | +41.7% | +60.5% | +69.8% |
| 1Y | +99.6% | +90.0% | +9.6% | +45.4% |
| All | +15.7% | +47.5% | -31.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling