+62.2%
ZM vs JBHT
+38.8%
+23.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.1% | +1.7% |
| 7D | +11.0% | +7.0% | +4.0% | +9.7% |
| 30D | +5.6% | +0.5% | +5.1% | +5.5% |
| 3M | -9.1% | -17.4% | +8.2% | -6.1% |
| 6M | -2.6% | -1.7% | -0.9% | -2.8% |
| YTD | +15.7% | +20.7% | -5.1% | +9.0% |
| 1Y | +18.8% | +41.1% | -22.3% | +7.4% |
| 3Y | +62.2% | +38.0% | +24.2% | +51.0% |
| All | +62.2% | +38.8% | +23.4% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling