+312.3%
ZETA vs JBHT
+47.6%
+264.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -3.9% | -2.8% |
| 7D | +18.1% | +7.0% | +11.1% | +14.4% |
| 30D | +13.6% | +0.5% | +13.1% | +13.3% |
| 3M | +23.7% | -17.4% | +41.1% | +34.2% |
| 6M | +128.5% | -1.7% | +130.2% | +124.8% |
| YTD | +80.1% | +20.7% | +59.4% | +57.4% |
| 1Y | +98.0% | +41.1% | +56.9% | +59.3% |
| 3Y | +348.6% | +38.0% | +310.6% | +254.1% |
| 5Y | +286.6% | +22.5% | +264.1% | +210.5% |
| All | +312.3% | +47.6% | +264.7% | +221.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling