-29.7%
BTDR vs JBHT
+44.2%
-73.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.1% | +9.4% |
| 7D | +7.7% | +0.5% | +7.2% | +7.8% |
| 30D | -24.1% | -0.1% | -24.0% | -23.9% |
| 3M | -19.1% | -14.0% | -5.1% | -14.7% |
| 6M | -46.6% | -5.1% | -41.5% | -46.1% |
| YTD | -37.3% | +18.0% | -55.3% | -41.6% |
| 1Y | -53.2% | +36.5% | -89.7% | -58.7% |
| 3Y | +77.1% | +34.8% | +42.3% | +54.2% |
| 5Y | -29.7% | +21.4% | -51.1% | -38.5% |
| All | -29.7% | +44.2% | -73.9% | -37.5% |
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