-25.9%
STRL vs JBHT
+34.8%
-60.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.1% | -22.5% | -21.9% |
| 7D | -27.1% | +1.7% | -28.8% | -27.6% |
| 30D | -45.8% | -1.2% | -44.6% | -45.7% |
| 3M | -47.6% | -17.1% | -30.5% | -43.6% |
| 6M | -46.4% | -4.4% | -42.0% | -47.4% |
| YTD | -7.4% | +17.5% | -24.9% | -18.1% |
| 1Y | -25.9% | +32.6% | -58.5% | -33.8% |
| All | -25.9% | +34.8% | -60.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling