+2,285.7%
STM vs JBHT
+9,641.0%
-7,355.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.7% |
| 7D | +5.8% | +4.9% | +0.9% | +3.7% |
| 30D | -1.0% | +0.6% | -1.6% | -1.3% |
| 3M | -33.3% | -3.2% | -30.1% | -32.6% |
| 6M | +57.4% | +17.0% | +40.4% | +46.9% |
| YTD | +102.2% | +41.7% | +60.5% | +74.4% |
| 1Y | +99.6% | +90.0% | +9.6% | +50.8% |
| 3Y | +14.5% | +47.0% | -32.5% | -5.4% |
| 5Y | +21.4% | +58.3% | -36.9% | -3.5% |
| 10Y | +695.0% | +273.9% | +421.0% | +345.5% |
| All | +2,285.7% | +9,641.0% | -7,355.2% | +323.7% |
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