+61.5%
BTDR vs JBHT
+34.7%
+26.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | -7.4% | +0.9% | -8.3% | -7.5% |
| 30D | -33.4% | -1.1% | -32.3% | -32.8% |
| 3M | -26.3% | -14.8% | -11.5% | -19.5% |
| 6M | -52.4% | -7.4% | -45.0% | -51.4% |
| YTD | -42.8% | +17.3% | -60.1% | -50.4% |
| 1Y | -63.7% | +35.3% | -99.0% | -71.4% |
| 3Y | +61.5% | +33.9% | +27.5% | +24.0% |
| All | +61.5% | +34.7% | +26.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling