+138.8%
JBHT vs ZCMD
-100.0%
+238.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | -0.1% | -29.8% | +29.8% | 0.0% |
| 3M | -14.0% | -54.9% | +40.8% | -13.9% |
| 6M | -5.1% | -99.7% | +94.6% | -2.2% |
| YTD | +18.0% | -99.9% | +117.9% | +22.6% |
| 1Y | +36.5% | -99.9% | +136.4% | +42.4% |
| 3Y | +34.8% | -100.0% | +134.8% | +44.8% |
| 5Y | +21.4% | -100.0% | +121.4% | +32.0% |
| All | +138.8% | -100.0% | +238.8% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling