+168.1%
STT vs JBHT
+27.4%
+140.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -2.5% | -1.6% | -0.9% | -2.0% |
| 30D | -5.0% | -2.3% | -2.7% | -4.4% |
| 3M | -10.5% | -18.5% | +8.0% | -5.9% |
| 6M | +10.0% | -11.3% | +21.3% | +11.9% |
| YTD | +30.7% | +12.6% | +18.1% | +23.0% |
| 1Y | +43.8% | +29.8% | +14.0% | +29.4% |
| 3Y | +168.1% | +28.1% | +140.0% | +130.1% |
| All | +168.1% | +27.4% | +140.7% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling