+311.0%
ZBH vs JBHT
+4,782.8%
-4,471.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | +13.6% | -0.4% | +14.0% | +13.6% |
| 3M | +7.1% | -17.3% | +24.4% | +11.8% |
| 6M | +26.1% | -3.5% | +29.6% | +26.0% |
| YTD | +17.2% | +18.0% | -0.8% | +10.7% |
| 1Y | +17.4% | +35.5% | -18.1% | +6.9% |
| 3Y | +2.0% | +34.8% | -32.7% | -9.4% |
| 5Y | -15.0% | +19.7% | -34.7% | -23.3% |
| 10Y | +19.4% | +178.0% | -158.6% | -15.3% |
| All | +311.0% | +4,782.8% | -4,471.9% | +86.0% |
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