-46.9%
BTDR vs JBHT
+38.5%
-85.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.6% | -15.1% | -17.4% |
| 7D | -29.9% | -1.4% | -28.6% | -29.4% |
| 30D | -51.3% | -3.1% | -48.3% | -50.7% |
| 3M | -52.0% | -19.5% | -32.4% | -48.1% |
| 6M | -57.5% | -9.6% | -47.9% | -56.2% |
| YTD | -52.6% | +13.3% | -65.9% | -55.2% |
| 1Y | -76.0% | +29.7% | -105.6% | -78.3% |
| 3Y | +33.1% | +28.3% | +4.8% | +17.6% |
| 5Y | -46.6% | +18.5% | -65.1% | -52.6% |
| All | -46.9% | +38.5% | -85.4% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling