+1,986.1%
STM vs JBHT
+7,979.0%
-5,992.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.1% | -6.5% |
| 7D | -6.0% | +1.7% | -7.7% | -6.7% |
| 30D | -20.9% | -1.2% | -19.8% | -20.7% |
| 3M | -15.8% | -17.1% | +1.4% | -9.8% |
| 6M | -17.0% | -4.4% | -12.7% | -16.7% |
| YTD | +76.8% | +17.5% | +59.3% | +63.2% |
| 1Y | +96.5% | +32.6% | +63.9% | +72.6% |
| 3Y | +14.0% | +33.0% | -19.0% | -2.4% |
| 5Y | -5.8% | +20.3% | -26.2% | -16.8% |
| 10Y | +461.9% | +209.1% | +252.8% | +237.8% |
| All | +1,986.1% | +7,979.0% | -5,992.8% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling