-17.9%
STM vs JBHT
+15.0%
-32.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.6% | -8.8% | -10.6% |
| 7D | -20.1% | -1.4% | -18.7% | -19.4% |
| 30D | -32.0% | -3.1% | -28.9% | -30.9% |
| 3M | -24.2% | -19.5% | -4.6% | -16.1% |
| 6M | -29.9% | -9.6% | -20.4% | -27.8% |
| YTD | +54.9% | +13.3% | +41.6% | +41.2% |
| 1Y | +68.0% | +29.7% | +38.3% | +42.6% |
| 3Y | -0.1% | +28.3% | -28.4% | -19.0% |
| 5Y | -17.9% | +18.5% | -36.4% | -33.3% |
| All | -17.9% | +15.0% | -32.9% | -33.3% |
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