+173.8%
JBHT vs SHAK
+91.5%
+82.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.6% |
| 7D | +4.2% | +4.1% | +0.1% | +3.4% |
| 30D | -0.4% | +2.3% | -2.7% | -1.0% |
| 3M | -17.3% | -0.2% | -17.1% | -17.6% |
| 6M | -3.5% | +10.1% | -13.6% | -6.3% |
| YTD | +18.0% | -10.5% | +28.5% | +17.6% |
| 1Y | +35.5% | -22.4% | +57.9% | +38.5% |
| 3Y | +34.8% | +32.1% | +2.7% | +21.0% |
| 5Y | +19.7% | -14.0% | +33.7% | +11.2% |
| All | +173.8% | +91.5% | +82.3% | +97.9% |
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