-35.9%
BTDR vs JBHT
+43.4%
-79.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -7.4% | +0.9% | -8.3% | -7.4% |
| 30D | -33.4% | -1.1% | -32.3% | -33.0% |
| 3M | -26.3% | -14.8% | -11.5% | -22.0% |
| 6M | -52.4% | -7.4% | -45.0% | -51.5% |
| YTD | -42.8% | +17.3% | -60.1% | -46.7% |
| 1Y | -63.7% | +35.3% | -99.0% | -67.8% |
| 3Y | +61.5% | +33.9% | +27.5% | +40.9% |
| 5Y | -35.6% | +22.5% | -58.2% | -43.6% |
| All | -35.9% | +43.4% | -79.3% | -42.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling