+194.0%
STT vs JBHT
+182.5%
+11.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.2% |
| 7D | +4.8% | +7.0% | -2.3% | +1.4% |
| 30D | +3.9% | +0.5% | +3.4% | +3.5% |
| 3M | -8.2% | -17.4% | +9.2% | -0.4% |
| 6M | +15.6% | -1.7% | +17.3% | +13.6% |
| YTD | +37.6% | +20.7% | +16.9% | +20.6% |
| 1Y | +50.1% | +41.1% | +9.0% | +21.1% |
| 3Y | +183.1% | +38.0% | +145.1% | +118.8% |
| 5Y | +104.8% | +22.5% | +82.4% | +64.5% |
| All | +194.0% | +182.5% | +11.5% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling