+181.3%
JBHT vs STLA
+12.4%
+169.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.8% |
| 7D | +0.9% | -4.9% | +5.8% | +2.2% |
| 30D | -1.1% | -4.9% | +3.8% | -0.3% |
| 3M | -14.8% | -23.7% | +8.9% | -9.4% |
| 6M | -7.4% | -45.0% | +37.5% | +6.8% |
| YTD | +17.3% | -60.9% | +78.2% | +45.9% |
| 1Y | +35.3% | -58.9% | +94.2% | +65.6% |
| 3Y | +33.9% | -74.4% | +108.4% | +78.7% |
| 5Y | +22.5% | -71.5% | +94.0% | +53.9% |
| 10Y | +181.3% | +5.3% | +176.1% | +174.4% |
| All | +181.3% | +12.4% | +169.0% | +174.4% |
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