+178.0%
JBHT vs SHAK
+105.4%
+72.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +0.5% | +3.0% | -2.6% | -0.1% |
| 30D | -0.1% | +8.2% | -8.3% | -1.7% |
| 3M | -14.0% | +4.6% | -18.6% | -15.1% |
| 6M | -5.1% | +16.3% | -21.4% | -8.8% |
| YTD | +18.0% | -7.6% | +25.6% | +16.9% |
| 1Y | +36.5% | -18.7% | +55.3% | +38.3% |
| 3Y | +34.8% | +36.4% | -1.6% | +20.3% |
| 5Y | +21.4% | -10.5% | +31.9% | +12.0% |
| 10Y | +178.0% | +99.0% | +79.0% | +99.7% |
| All | +178.0% | +105.4% | +72.6% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling