+90.0%
JBHT vs SHAK
-34.0%
+124.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | +0.6% | -6.6% | +7.2% | +1.6% |
| 3M | -3.2% | +30.1% | -33.3% | -7.8% |
| 6M | +17.0% | -28.7% | +45.7% | +24.3% |
| YTD | +41.7% | -14.5% | +56.2% | +43.3% |
| 1Y | +90.0% | -31.9% | +121.9% | +105.6% |
| All | +90.0% | -34.0% | +124.0% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling