-69.4%
BTDR vs JBHT
+34.8%
-104.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.1% |
| 7D | -17.6% | +1.7% | -19.3% | -18.2% |
| 30D | -40.3% | -1.2% | -39.1% | -40.0% |
| 3M | -42.6% | -17.1% | -25.5% | -38.3% |
| 6M | -46.3% | -4.4% | -41.9% | -47.5% |
| YTD | -41.7% | +17.5% | -59.2% | -52.0% |
| 1Y | -69.4% | +32.6% | -102.0% | -78.7% |
| All | -69.4% | +34.8% | -104.2% | -78.7% |
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