+17.0%
JBHT vs CAPR
-64.4%
+81.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +0.1% |
| 3M | -3.2% | -66.4% | +63.2% | -4.6% |
| 6M | +17.0% | -63.1% | +80.1% | +13.1% |
| All | +17.0% | -64.4% | +81.4% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling