+252.6%
ZETA vs JBHT
+73.1%
+179.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.8% | -6.9% | -5.5% |
| 7D | +2.7% | +4.9% | -2.2% | +0.1% |
| 30D | +15.8% | +0.6% | +15.2% | +15.2% |
| 3M | +35.4% | -3.2% | +38.6% | +36.3% |
| 6M | +67.1% | +17.0% | +50.2% | +51.2% |
| YTD | +54.1% | +41.7% | +12.4% | +25.8% |
| 1Y | +67.8% | +90.0% | -22.2% | +15.0% |
| 3Y | +311.4% | +47.0% | +264.4% | +219.7% |
| 5Y | +324.8% | +58.3% | +266.5% | +201.9% |
| All | +252.6% | +73.1% | +179.5% | +157.2% |
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