+549.5%
BTSG vs JBHT
+13.2%
+536.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +8.5% | +4.2% | +4.3% | +7.6% |
| 30D | +14.0% | -0.4% | +14.4% | +14.1% |
| 3M | +19.7% | -17.3% | +37.1% | +24.0% |
| 6M | +28.7% | -3.5% | +32.2% | +28.2% |
| YTD | +90.8% | +18.0% | +72.7% | +80.7% |
| 1Y | +112.4% | +35.5% | +76.9% | +94.9% |
| All | +549.5% | +13.2% | +536.3% | +492.8% |
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