+28.9%
JBHT vs STLA
-74.0%
+102.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +1.0% | -2.5% |
| 7D | -1.4% | -5.5% | +4.1% | -0.2% |
| 30D | -3.1% | -3.7% | +0.6% | -2.6% |
| 3M | -19.5% | -21.1% | +1.6% | -15.4% |
| 6M | -9.6% | -38.3% | +28.8% | +0.6% |
| YTD | +13.3% | -59.2% | +72.5% | +37.8% |
| 1Y | +29.7% | -56.7% | +86.4% | +54.6% |
| All | +28.9% | -74.0% | +102.9% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling