+273.3%
JBHT vs CAPR
-75.6%
+348.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.8% |
| 7D | +4.9% | -2.0% | +6.9% | +4.9% |
| 30D | +0.6% | +139.2% | -138.6% | -0.4% |
| 3M | -3.2% | -66.4% | +63.2% | -2.9% |
| 6M | +17.0% | -63.1% | +80.1% | +17.2% |
| YTD | +41.7% | -67.4% | +109.1% | +42.1% |
| 1Y | +90.0% | +58.2% | +31.7% | +83.5% |
| 3Y | +47.0% | +42.2% | +4.8% | +40.1% |
| 5Y | +58.3% | +87.3% | -28.9% | +49.7% |
| All | +273.3% | -75.6% | +348.9% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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