+452.1%
BTSG vs JBHT
+35.9%
+416.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -4.0% | -1.8% |
| 7D | +2.7% | +4.9% | -2.2% | +1.6% |
| 30D | -3.6% | +0.6% | -4.2% | -3.9% |
| 3M | +5.8% | -3.2% | +9.0% | +6.2% |
| 6M | +44.7% | +17.0% | +27.8% | +38.3% |
| YTD | +62.2% | +41.7% | +20.5% | +48.3% |
| 1Y | +152.1% | +90.0% | +62.1% | +115.2% |
| All | +452.1% | +35.9% | +416.2% | +386.7% |
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