+720.5%
JBHT vs BTG
+367.4%
+353.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.2% |
| 7D | +0.9% | +13.0% | -12.0% | +0.3% |
| 30D | -1.1% | +1.1% | -2.2% | -1.2% |
| 3M | -14.8% | +5.3% | -20.1% | -15.1% |
| 6M | -7.4% | +1.1% | -8.5% | -7.8% |
| YTD | +17.3% | +19.2% | -1.9% | +15.6% |
| 1Y | +35.3% | +31.5% | +3.9% | +32.7% |
| 3Y | +33.9% | +94.3% | -60.3% | +28.2% |
| 5Y | +22.5% | +41.8% | -19.3% | +18.1% |
| 10Y | +181.3% | +162.9% | +18.4% | +160.4% |
| All | +720.5% | +367.4% | +353.2% | +596.0% |
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