+43.8%
STT vs JBHT
+29.5%
+14.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.5% | -1.6% | -0.9% | -2.1% |
| 30D | -5.0% | -2.3% | -2.7% | -4.6% |
| 3M | -10.5% | -18.5% | +8.0% | -7.2% |
| 6M | +10.0% | -11.3% | +21.3% | +9.9% |
| YTD | +30.7% | +12.6% | +18.1% | +19.1% |
| 1Y | +43.8% | +29.8% | +14.0% | +25.5% |
| All | +43.8% | +29.5% | +14.2% | +25.5% |
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