+58.5%
ZETA vs JBHT
+29.5%
+28.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | -0.4% | -1.6% | +1.1% | +0.1% |
| 30D | -8.0% | -2.3% | -5.7% | -7.4% |
| 3M | +21.4% | -18.5% | +39.9% | +28.3% |
| 6M | +80.1% | -11.3% | +91.4% | +80.2% |
| YTD | +52.5% | +12.6% | +39.9% | +22.7% |
| 1Y | +58.5% | +29.8% | +28.7% | +11.1% |
| All | +58.5% | +29.5% | +28.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling