+22.2%
Z vs JBHT
+198.5%
-176.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +8.9% |
| 7D | +10.2% | +1.7% | +8.5% | +9.3% |
| 30D | +23.7% | -1.2% | +24.8% | +24.6% |
| 3M | -6.6% | -17.1% | +10.6% | +1.4% |
| 6M | -23.0% | -4.4% | -18.6% | -22.9% |
| YTD | -50.3% | +17.5% | -67.8% | -55.7% |
| 1Y | -53.6% | +32.6% | -86.2% | -61.1% |
| 3Y | -10.1% | +33.0% | -43.1% | -27.5% |
| 5Y | -49.8% | +20.3% | -70.1% | -57.7% |
| 10Y | -1.6% | +209.1% | -210.7% | -50.2% |
| All | +22.2% | +198.5% | -176.2% | -45.7% |
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