+11,207.6%
JBHT vs SONY
+543.6%
+10,664.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.3% |
| 7D | +4.9% | -1.2% | +6.0% | +5.2% |
| 30D | +0.6% | +9.4% | -8.9% | -2.1% |
| 3M | -3.2% | +10.5% | -13.7% | -6.3% |
| 6M | +17.0% | +11.7% | +5.3% | +12.5% |
| YTD | +41.7% | -4.1% | +45.7% | +42.0% |
| 1Y | +90.0% | -11.8% | +101.8% | +94.2% |
| 3Y | +47.0% | +45.9% | +1.1% | +28.5% |
| 5Y | +58.3% | +16.3% | +42.0% | +45.3% |
| 10Y | +273.9% | +297.6% | -23.7% | +137.4% |
| All | +11,207.6% | +543.6% | +10,664.0% | +5,639.6% |
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