-48.4%
SOUN vs JBHT
+36.7%
-85.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | -6.1% | +0.9% | -7.0% | -6.6% |
| 30D | -28.2% | -1.1% | -27.1% | -27.9% |
| 3M | -48.1% | -14.8% | -33.3% | -44.4% |
| 6M | -56.4% | -7.4% | -49.0% | -55.8% |
| YTD | -61.2% | +17.3% | -78.5% | -65.9% |
| 1Y | -73.1% | +35.3% | -108.5% | -78.3% |
| 3Y | +116.2% | +33.9% | +82.3% | +67.6% |
| All | -48.4% | +36.7% | -85.1% | -59.3% |
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