+178.0%
JBHT vs BTG
+160.5%
+17.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.8% |
| 7D | +0.5% | +1.4% | -0.9% | +0.4% |
| 30D | -0.1% | -1.1% | +1.1% | -0.1% |
| 3M | -14.0% | +2.5% | -16.6% | -14.3% |
| 6M | -5.1% | -3.1% | -2.0% | -5.3% |
| YTD | +18.0% | +16.3% | +1.7% | +16.0% |
| 1Y | +36.5% | +27.6% | +8.9% | +33.4% |
| 3Y | +34.8% | +89.5% | -54.8% | +27.6% |
| 5Y | +21.4% | +33.6% | -12.1% | +15.9% |
| 10Y | +178.0% | +178.2% | -0.2% | +165.4% |
| All | +178.0% | +160.5% | +17.4% | +165.4% |
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