+24.7%
Z vs JBHT
+259.9%
-235.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -3.5% |
| 7D | -3.0% | +4.9% | -7.9% | -5.2% |
| 30D | -4.2% | +0.6% | -4.8% | -4.8% |
| 3M | -3.7% | -3.2% | -0.5% | -3.1% |
| 6M | -24.5% | +17.0% | -41.5% | -31.5% |
| YTD | -49.3% | +41.7% | -91.0% | -58.5% |
| 1Y | -58.7% | +90.0% | -148.7% | -71.4% |
| 3Y | -34.1% | +47.0% | -81.1% | -49.1% |
| 5Y | -64.5% | +58.3% | -122.9% | -73.7% |
| 10Y | -0.5% | +273.9% | -274.4% | -53.9% |
| All | +24.7% | +259.9% | -235.2% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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