+187.8%
JBHT vs CAPR
-68.5%
+256.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.7% |
| 7D | -1.6% | +41.1% | -42.7% | -1.9% |
| 30D | -2.3% | +11.1% | -13.4% | -2.4% |
| 3M | -18.5% | +115.3% | -133.8% | -19.3% |
| 6M | -11.3% | -73.8% | +62.6% | -10.8% |
| YTD | +12.6% | -68.8% | +81.4% | +12.8% |
| 1Y | +29.8% | +43.3% | -13.6% | +25.5% |
| 3Y | +28.1% | +214.7% | -186.6% | +21.2% |
| 5Y | +17.7% | +141.3% | -123.6% | +11.0% |
| All | +187.8% | -68.5% | +256.3% | +169.4% |
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