+21.0%
STM vs JBHT
+58.3%
-37.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.4% |
| 7D | +5.8% | +4.9% | +0.9% | +3.2% |
| 30D | -1.0% | +0.6% | -1.6% | -1.4% |
| 3M | -33.3% | -3.2% | -30.1% | -32.5% |
| 6M | +57.4% | +17.0% | +40.4% | +43.5% |
| YTD | +102.2% | +41.7% | +60.5% | +66.6% |
| 1Y | +99.6% | +90.0% | +9.6% | +39.1% |
| 3Y | +14.5% | +47.0% | -32.5% | -11.8% |
| All | +21.0% | +58.3% | -37.3% | -11.9% |
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