+173.8%
JBHT vs STLA
+3.2%
+170.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.5% |
| 7D | +0.5% | -11.6% | +12.1% | +3.7% |
| 30D | -0.1% | -6.2% | +6.1% | +1.0% |
| 3M | -14.0% | -24.6% | +10.6% | -8.3% |
| 6M | -5.1% | -44.9% | +39.8% | +9.6% |
| YTD | +18.0% | -62.3% | +80.3% | +48.3% |
| 1Y | +36.5% | -61.8% | +98.3% | +70.6% |
| 3Y | +34.8% | -75.3% | +110.1% | +81.8% |
| 5Y | +21.4% | -72.5% | +93.9% | +54.1% |
| All | +173.8% | +3.2% | +170.6% | +153.0% |
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