-39.9%
BTDR vs JBHT
+37.6%
-77.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.7% | +13.9% | +13.5% |
| 7D | -10.4% | -1.6% | -8.8% | -9.6% |
| 30D | -42.2% | -2.3% | -39.9% | -41.6% |
| 3M | -42.8% | -18.5% | -24.4% | -38.5% |
| 6M | -60.2% | -11.3% | -48.9% | -58.7% |
| YTD | -46.3% | +12.6% | -58.9% | -49.2% |
| 1Y | -71.7% | +29.8% | -101.4% | -74.5% |
| 3Y | +54.6% | +28.1% | +26.5% | +36.9% |
| 5Y | -39.5% | +17.7% | -57.2% | -46.2% |
| All | -39.9% | +37.6% | -77.4% | -45.6% |
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 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