+273.3%
JBHT vs STLA
+54.0%
+219.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +4.9% | +2.6% | +2.3% | +4.2% |
| 30D | +0.6% | -1.2% | +1.8% | +0.7% |
| 3M | -3.2% | -24.8% | +21.6% | +3.8% |
| 6M | +17.0% | -25.6% | +42.5% | +25.2% |
| YTD | +41.7% | -48.9% | +90.6% | +65.3% |
| 1Y | +90.0% | -38.8% | +128.8% | +109.1% |
| 3Y | +47.0% | -64.5% | +111.5% | +80.6% |
| 5Y | +58.3% | -62.4% | +120.7% | +85.9% |
| All | +273.3% | +54.0% | +219.2% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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