+283.9%
JBHT vs SHAK
+47.7%
+236.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | +0.6% | -6.6% | +7.2% | +1.7% |
| 3M | -3.2% | +30.1% | -33.3% | -7.6% |
| 6M | +17.0% | -28.7% | +45.7% | +21.6% |
| YTD | +41.7% | -14.5% | +56.2% | +42.7% |
| 1Y | +90.0% | -31.9% | +121.9% | +98.1% |
| 3Y | +47.0% | -1.0% | +47.9% | +40.9% |
| 5Y | +58.3% | -18.7% | +77.0% | +50.3% |
| 10Y | +273.9% | +98.1% | +175.8% | +197.8% |
| All | +283.9% | +47.7% | +236.2% | +204.3% |
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