+30.7%
JBHT vs ZYBT
-59.2%
+89.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.9% |
| 7D | +0.9% | +14.9% | -14.0% | +0.9% |
| 30D | -1.1% | -11.0% | +9.9% | -1.1% |
| 3M | -14.8% | -14.4% | -0.4% | -14.8% |
| 6M | -7.4% | +62.1% | -69.6% | -7.1% |
| YTD | +17.3% | +33.9% | -16.6% | +17.7% |
| 1Y | +35.3% | -25.6% | +60.9% | +36.3% |
| All | +30.7% | -59.2% | +89.8% | +25.5% |
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