+184.7%
JBHT vs SHAK
+141.8%
+42.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +1.8% |
| 7D | +0.2% | +6.5% | -6.2% | -1.0% |
| 30D | -2.2% | +15.3% | -17.5% | -4.9% |
| 3M | -16.5% | +8.5% | -24.9% | -18.0% |
| 6M | -8.4% | +10.0% | -18.4% | -11.1% |
| YTD | +16.1% | -5.0% | +21.0% | +14.4% |
| 1Y | +31.9% | -15.3% | +47.3% | +32.6% |
| 3Y | +34.1% | +40.7% | -6.6% | +19.0% |
| 5Y | +20.1% | -7.9% | +28.0% | +10.2% |
| 10Y | +184.7% | +132.0% | +52.7% | +98.2% |
| All | +184.7% | +141.8% | +42.8% | +98.2% |
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