+98.0%
ZETA vs JBHT
+39.4%
+58.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -3.9% | -2.3% |
| 7D | +18.1% | +7.0% | +11.1% | +15.8% |
| 30D | +13.6% | +0.5% | +13.1% | +13.4% |
| 3M | +23.7% | -17.4% | +41.1% | +30.6% |
| 6M | +128.5% | -1.7% | +130.2% | +120.8% |
| YTD | +80.1% | +20.7% | +59.4% | +44.2% |
| 1Y | +98.0% | +41.1% | +56.9% | +39.4% |
| All | +98.0% | +39.4% | +58.6% | +39.4% |
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