+6,528.7%
STT vs JBHT
+9,634.5%
-3,105.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | -1.7% | -1.2% | -0.5% | -1.4% |
| 3M | -6.4% | -17.1% | +10.8% | -1.0% |
| 6M | +17.7% | -4.4% | +22.1% | +17.8% |
| YTD | +36.9% | +17.5% | +19.4% | +27.2% |
| 1Y | +52.0% | +32.6% | +19.4% | +35.4% |
| 3Y | +178.6% | +33.0% | +145.5% | +140.9% |
| 5Y | +109.1% | +20.3% | +88.7% | +85.3% |
| 10Y | +226.1% | +209.1% | +17.0% | +111.9% |
| All | +6,528.7% | +9,634.5% | -3,105.8% | +2,153.7% |
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