-52.0%
BTDR vs JBHT
-20.1%
-31.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -16.7% |
| 7D | -29.9% | -1.4% | -28.6% | -28.9% |
| 30D | -51.3% | -3.1% | -48.3% | -50.3% |
| 3M | -52.0% | -19.5% | -32.4% | -46.6% |
| All | -52.0% | -20.1% | -31.9% | -46.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling