+23.8%
BTDR vs JBHT
+73.1%
-49.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.1% | +2.9% |
| 7D | +20.0% | +4.9% | +15.1% | +18.0% |
| 30D | +11.9% | +0.6% | +11.4% | +12.0% |
| 3M | -36.9% | -3.2% | -33.7% | -36.4% |
| 6M | +56.5% | +17.0% | +39.6% | +46.9% |
| YTD | +10.4% | +41.7% | -31.2% | -3.5% |
| 1Y | +3.1% | +90.0% | -86.9% | -19.7% |
| 3Y | -2.6% | +47.0% | -49.6% | -20.5% |
| 5Y | +25.2% | +58.3% | -33.1% | +2.5% |
| All | +23.8% | +73.1% | -49.3% | +3.4% |
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