+180.0%
JBHT vs STLA
-4.1%
+184.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +7.0% | -13.8% | +20.8% | +11.1% |
| 30D | +0.5% | -10.5% | +11.0% | +2.8% |
| 3M | -17.4% | -28.9% | +11.5% | -10.5% |
| 6M | -1.7% | -49.7% | +48.0% | +16.1% |
| YTD | +20.7% | -64.9% | +85.7% | +54.5% |
| 1Y | +41.1% | -64.0% | +105.1% | +78.9% |
| 3Y | +38.0% | -77.4% | +115.4% | +90.3% |
| 5Y | +22.5% | -74.4% | +96.9% | +58.2% |
| All | +180.0% | -4.1% | +184.1% | +163.6% |
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