-43.2%
SOUN vs JBHT
+32.1%
-75.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.3% |
| 7D | -2.3% | -1.4% | -0.9% | -1.6% |
| 30D | -25.5% | -3.1% | -22.5% | -24.5% |
| 3M | -33.7% | -19.5% | -14.2% | -27.0% |
| 6M | -53.4% | -9.6% | -43.8% | -52.2% |
| YTD | -57.3% | +13.3% | -70.6% | -61.8% |
| 1Y | -72.9% | +29.7% | -102.6% | -77.6% |
| 3Y | +131.5% | +28.3% | +103.2% | +83.4% |
| All | -43.2% | +32.1% | -75.3% | -54.4% |
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