+906.9%
JBHT vs CAPR
-99.1%
+1,006.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.6% | 0.0% | -3.5% |
| 7D | -1.4% | +29.7% | -31.1% | -1.5% |
| 30D | -3.1% | +11.0% | -14.0% | -3.2% |
| 3M | -19.5% | +118.8% | -138.4% | -20.0% |
| 6M | -9.6% | -73.9% | +64.3% | -9.3% |
| YTD | +13.3% | -70.2% | +83.5% | +13.5% |
| 1Y | +29.7% | +38.3% | -8.6% | +27.3% |
| 3Y | +28.3% | +199.7% | -171.3% | +24.8% |
| 5Y | +18.5% | +130.6% | -112.1% | +15.1% |
| 10Y | +198.1% | -68.5% | +266.6% | +186.9% |
| All | +906.9% | -99.1% | +1,006.1% | +900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling