-31.6%
ZS vs JBHT
+34.8%
-66.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -12.3% | +1.7% | -14.0% | -12.3% |
| 30D | +11.2% | -1.2% | +12.4% | +11.3% |
| 3M | +37.5% | -17.1% | +54.6% | +38.1% |
| 6M | +57.8% | -4.4% | +62.2% | +60.9% |
| YTD | -0.2% | +17.5% | -17.7% | -0.2% |
| 1Y | -31.6% | +32.6% | -64.2% | -32.4% |
| All | -31.6% | +34.8% | -66.5% | -32.4% |
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