+74.7%
STT vs JBHT
+89.9%
-15.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.2% |
| 7D | +0.5% | +4.9% | -4.4% | -0.1% |
| 30D | +3.9% | +0.6% | +3.3% | +3.7% |
| 3M | +20.0% | -3.2% | +23.2% | +20.2% |
| 6M | +55.3% | +17.0% | +38.4% | +51.3% |
| YTD | +53.3% | +41.7% | +11.7% | +48.5% |
| 1Y | +74.7% | +90.0% | -15.3% | +74.3% |
| All | +74.7% | +89.9% | -15.2% | +74.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling