+8,885.5%
JBHT vs SONY
+607.5%
+8,278.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -1.6% | +6.7% | -8.3% | -3.5% |
| 30D | -2.3% | +14.8% | -17.1% | -6.1% |
| 3M | -18.5% | +16.9% | -35.3% | -22.2% |
| 6M | -11.3% | +30.2% | -41.5% | -18.4% |
| YTD | +12.6% | +5.5% | +7.1% | +9.7% |
| 1Y | +29.8% | -4.6% | +34.3% | +29.8% |
| 3Y | +28.1% | +57.2% | -29.1% | +9.4% |
| 5Y | +17.7% | +12.1% | +5.6% | +9.1% |
| 10Y | +196.1% | +361.6% | -165.4% | +80.3% |
| All | +8,885.5% | +607.5% | +8,278.0% | +4,334.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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