-10.1%
SOUN vs JBHT
+65.1%
-75.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.4% |
| 7D | -5.2% | +4.9% | -10.1% | -7.5% |
| 30D | +4.8% | +0.6% | +4.2% | +4.3% |
| 3M | -15.9% | -3.2% | -12.7% | -15.2% |
| 6M | -17.4% | +17.0% | -34.4% | -25.7% |
| YTD | -32.4% | +41.7% | -74.1% | -45.4% |
| 1Y | -49.3% | +90.0% | -139.3% | -66.1% |
| 3Y | +167.5% | +47.0% | +120.5% | +99.4% |
| All | -10.1% | +65.1% | -75.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling