+784.6%
STRL vs JBHT
+17.1%
+767.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.8% |
| 7D | -26.9% | -1.6% | -25.3% | -26.4% |
| 30D | -52.7% | -2.3% | -50.4% | -52.3% |
| 3M | -52.8% | -18.5% | -34.4% | -49.0% |
| 6M | -71.5% | -11.3% | -60.2% | -70.4% |
| YTD | -17.4% | +12.6% | -30.0% | -22.8% |
| 1Y | -35.0% | +29.8% | -64.7% | -42.8% |
| 3Y | +239.2% | +28.1% | +211.1% | +191.8% |
| All | +784.6% | +17.1% | +767.5% | +655.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling