+284.4%
ZBH vs JBHT
+5,759.7%
-5,475.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.6% |
| 7D | -2.8% | +4.9% | -7.7% | -4.0% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | +13.4% | -3.2% | +16.6% | +13.9% |
| 6M | +3.0% | +17.0% | -14.0% | -1.9% |
| YTD | +9.7% | +41.7% | -32.0% | -0.8% |
| 1Y | -5.4% | +90.0% | -95.4% | -21.3% |
| 3Y | -15.6% | +47.0% | -62.6% | -26.5% |
| 5Y | -28.1% | +58.3% | -86.4% | -39.6% |
| 10Y | -15.2% | +273.9% | -289.1% | -44.0% |
| All | +284.4% | +5,759.7% | -5,475.3% | +66.8% |
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