-52.0%
SOUN vs JBHT
+37.6%
-89.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -15.5% | +4.2% | -19.7% | -17.2% |
| 30D | -26.2% | -0.4% | -25.8% | -26.2% |
| 3M | -51.4% | -17.3% | -34.0% | -47.1% |
| 6M | -55.3% | -3.5% | -51.8% | -55.7% |
| YTD | -63.9% | +18.0% | -81.9% | -68.4% |
| 1Y | -72.8% | +35.5% | -108.3% | -78.0% |
| 3Y | +101.1% | +34.8% | +66.3% | +55.4% |
| All | -52.0% | +37.6% | -89.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 10y: compounded portfolio wealth divided by compounded JBHT 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…
10y analysis · Full analysis span regression · 6 months rolling