+220.3%
ZETA vs JBHT
+15.0%
+205.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.7% | -5.5% |
| 7D | -10.0% | -1.4% | -8.6% | -9.3% |
| 30D | -10.6% | -3.1% | -7.5% | -9.3% |
| 3M | +8.9% | -19.5% | +28.4% | +20.0% |
| 6M | +65.1% | -9.6% | +74.7% | +69.1% |
| YTD | +44.8% | +13.3% | +31.5% | +29.3% |
| 1Y | +47.8% | +29.7% | +18.1% | +22.4% |
| 3Y | +248.8% | +28.3% | +220.5% | +180.5% |
| 5Y | +220.3% | +18.5% | +201.9% | +156.6% |
| All | +220.3% | +15.0% | +205.4% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling