+6,216.0%
STT vs JBHT
+9,288.5%
-3,072.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.2% | -3.5% |
| 7D | -4.9% | -1.4% | -3.5% | -4.4% |
| 30D | -6.0% | -3.1% | -2.9% | -5.1% |
| 3M | -11.7% | -19.5% | +7.9% | -5.7% |
| 6M | +11.7% | -9.6% | +21.3% | +14.0% |
| YTD | +30.4% | +13.3% | +17.1% | +22.7% |
| 1Y | +43.9% | +29.7% | +14.3% | +29.2% |
| 3Y | +165.4% | +28.3% | +137.1% | +132.4% |
| 5Y | +101.0% | +18.5% | +82.5% | +79.1% |
| 10Y | +210.7% | +198.1% | +12.6% | +104.5% |
| All | +6,216.0% | +9,288.5% | -3,072.5% | +2,074.5% |
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 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