-44.0%
BTDR vs JBHT
+47.5%
-91.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.3% | -10.9% | -9.5% |
| 7D | -6.9% | +7.0% | -13.9% | -9.3% |
| 30D | -31.5% | +0.5% | -32.0% | -31.5% |
| 3M | -36.1% | -17.4% | -18.7% | -31.7% |
| 6M | -57.6% | -1.7% | -55.9% | -57.8% |
| YTD | -50.0% | +20.7% | -70.8% | -53.9% |
| 1Y | -49.6% | +41.1% | -90.7% | -56.2% |
| 3Y | +48.5% | +38.0% | +10.5% | +28.1% |
| 5Y | -43.8% | +22.5% | -66.3% | -51.4% |
| All | -44.0% | +47.5% | -91.5% | -50.7% |
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 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