+68.2%
BTI vs JBHT
+273.4%
-205.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | -1.4% | +4.9% | -6.3% | -2.2% |
| 30D | -6.6% | +0.6% | -7.2% | -6.8% |
| 3M | -3.0% | -3.2% | +0.2% | -2.6% |
| 6M | -6.7% | +17.0% | -23.6% | -9.6% |
| YTD | +0.6% | +41.7% | -41.1% | -5.9% |
| 1Y | +5.6% | +90.0% | -84.4% | -6.6% |
| 3Y | +110.3% | +47.0% | +63.3% | +92.1% |
| 5Y | +114.3% | +58.3% | +56.0% | +87.3% |
| All | +68.2% | +273.4% | -205.2% | +16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling