+890.8%
JBHT vs BTG
+392.0%
+498.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.9% |
| 7D | +4.9% | -0.9% | +5.8% | +4.9% |
| 30D | +0.6% | +36.8% | -36.3% | -0.9% |
| 3M | -3.2% | +23.1% | -26.3% | -4.3% |
| 6M | +17.0% | +3.5% | +13.5% | +16.3% |
| YTD | +41.7% | +25.5% | +16.2% | +39.4% |
| 1Y | +90.0% | +40.1% | +49.9% | +85.9% |
| 3Y | +47.0% | +101.1% | -54.1% | +40.6% |
| 5Y | +58.3% | +70.6% | -12.3% | +51.6% |
| 10Y | +273.9% | +152.1% | +121.8% | +246.2% |
| All | +890.8% | +392.0% | +498.7% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling