-11.3%
JBHT vs SHAK
-27.2%
+16.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.9% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | -2.3% | +12.0% | -14.3% | -3.1% |
| 3M | -18.5% | +2.3% | -20.8% | -19.0% |
| 6M | -11.3% | -25.5% | +14.2% | -10.1% |
| All | -11.3% | -27.2% | +16.0% | -10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling