+59.9%
JBHT vs ZCMD
-100.0%
+159.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +2.8% |
| 7D | +4.9% | -8.0% | +12.9% | +4.9% |
| 30D | +0.6% | -27.9% | +28.5% | +0.6% |
| 3M | -3.2% | -74.6% | +71.4% | -2.7% |
| 6M | +17.0% | -99.5% | +116.4% | +18.8% |
| YTD | +41.7% | -99.7% | +141.4% | +44.6% |
| 1Y | +90.0% | -99.9% | +189.9% | +94.9% |
| 3Y | +47.0% | -100.0% | +147.0% | +52.6% |
| All | +59.9% | -100.0% | +159.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling