+181.3%
JBHT vs BTG
+144.7%
+36.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | +0.9% | +13.0% | -12.0% | +0.2% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | -14.8% | +5.3% | -20.1% | -15.2% |
| 6M | -7.4% | +1.1% | -8.5% | -7.9% |
| YTD | +17.3% | +19.2% | -1.9% | +15.2% |
| 1Y | +35.3% | +31.5% | +3.9% | +32.0% |
| 3Y | +33.9% | +94.3% | -60.3% | +26.8% |
| 5Y | +22.5% | +41.8% | -19.3% | +16.7% |
| 10Y | +181.3% | +162.9% | +18.4% | +168.7% |
| All | +181.3% | +144.7% | +36.6% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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