+135.3%
JBHT vs ZCMD
-100.0%
+235.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.1% |
| 7D | +0.4% | +9.1% | -8.6% | +0.4% |
| 30D | -2.0% | -37.1% | +35.2% | -1.9% |
| 3M | -16.3% | -53.7% | +37.4% | -16.2% |
| 6M | -8.2% | -99.7% | +91.4% | -5.4% |
| YTD | +16.3% | -99.9% | +116.2% | +20.8% |
| 1Y | +32.2% | -99.9% | +132.1% | +37.9% |
| 3Y | +34.4% | -100.0% | +134.4% | +44.4% |
| 5Y | +20.3% | -100.0% | +120.3% | +30.7% |
| All | +135.3% | -100.0% | +235.3% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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