+8,844.3%
ZBRA vs JBHT
+9,695.5%
-851.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.7% |
| 7D | +1.8% | +4.9% | -3.1% | +0.4% |
| 30D | -1.7% | +0.6% | -2.3% | -1.9% |
| 3M | +47.8% | -3.2% | +51.0% | +49.0% |
| 6M | +56.7% | +17.0% | +39.8% | +49.6% |
| YTD | +49.4% | +41.7% | +7.7% | +35.0% |
| 1Y | +16.5% | +90.0% | -73.4% | -3.6% |
| 3Y | +31.5% | +47.0% | -15.5% | +16.5% |
| 5Y | -38.6% | +58.3% | -96.9% | -46.6% |
| 10Y | +421.0% | +273.9% | +147.0% | +266.4% |
| All | +8,844.3% | +9,695.5% | -851.2% | +3,053.0% |
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