+205.1%
JBHT vs SHAK
+53.0%
+152.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -1.1% |
| 7D | -1.6% | +2.0% | -3.6% | -1.9% |
| 30D | -2.3% | +12.0% | -14.3% | -4.2% |
| 3M | -18.5% | +2.3% | -20.8% | -19.0% |
| 6M | -11.3% | -25.5% | +14.2% | -8.6% |
| YTD | +12.6% | -11.4% | +24.0% | +12.5% |
| 1Y | +29.8% | -21.8% | +51.5% | +32.1% |
| 3Y | +28.1% | +25.8% | +2.3% | +18.2% |
| 5Y | +17.7% | -21.0% | +38.7% | +12.1% |
| 10Y | +196.1% | +126.4% | +69.7% | +132.6% |
| All | +205.1% | +53.0% | +152.1% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling