+503.2%
ZS vs JBHT
+102.5%
+400.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.4% |
| 7D | -11.1% | +0.4% | -11.5% | -11.1% |
| 30D | -14.8% | -2.0% | -12.9% | -14.2% |
| 3M | +18.0% | -16.3% | +34.3% | +25.1% |
| 6M | +30.8% | -8.2% | +39.1% | +33.2% |
| YTD | -11.5% | +16.3% | -27.8% | -19.2% |
| 1Y | -37.8% | +32.2% | -70.0% | -46.2% |
| 3Y | +16.6% | +34.4% | -17.8% | -3.5% |
| 5Y | -43.6% | +20.3% | -63.9% | -51.6% |
| All | +503.2% | +102.5% | +400.6% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling