+528.6%
BTSG vs JBHT
+11.6%
+517.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.3% |
| 7D | +4.4% | +0.4% | +3.9% | +4.3% |
| 30D | +8.5% | -2.0% | +10.4% | +8.9% |
| 3M | +10.8% | -16.3% | +27.1% | +14.4% |
| 6M | +26.1% | -8.2% | +34.4% | +27.0% |
| YTD | +84.6% | +16.3% | +68.3% | +75.4% |
| 1Y | +108.7% | +32.2% | +76.4% | +92.4% |
| All | +528.6% | +11.6% | +517.1% | +475.5% |
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