+16.8%
JBHT vs SHAK
-19.2%
+36.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.3% |
| 7D | -1.6% | +2.0% | -3.6% | -2.0% |
| 30D | -2.3% | +12.0% | -14.3% | -4.8% |
| 3M | -18.5% | +2.3% | -20.8% | -19.2% |
| 6M | -11.3% | -25.5% | +14.2% | -7.6% |
| YTD | +12.6% | -11.4% | +24.0% | +12.4% |
| 1Y | +29.8% | -21.8% | +51.5% | +32.8% |
| 3Y | +28.1% | +25.8% | +2.3% | +13.3% |
| All | +16.8% | -19.2% | +36.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling