+58.4%
JBHT vs ZYBT
-58.1%
+116.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.2% | +0.4% |
| 7D | +7.1% | -4.2% | +11.4% | +7.1% |
| 30D | +2.3% | -16.4% | +18.7% | +2.3% |
| 3M | -4.5% | +82.9% | -87.4% | -4.1% |
| 6M | +29.2% | +110.7% | -81.4% | +29.4% |
| YTD | +42.2% | +37.4% | +4.8% | +42.6% |
| 1Y | +93.7% | -80.6% | +174.4% | +97.1% |
| All | +58.4% | -58.1% | +116.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling