-40.0%
ZS vs JBHT
+58.3%
-98.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -5.6% |
| 7D | -7.8% | +4.9% | -12.7% | -9.6% |
| 30D | +5.0% | +0.6% | +4.5% | +4.6% |
| 3M | +25.5% | -3.2% | +28.7% | +26.5% |
| 6M | +8.7% | +17.0% | -8.3% | -0.2% |
| YTD | -24.5% | +41.7% | -66.2% | -37.0% |
| 1Y | -36.7% | +90.0% | -126.7% | -55.2% |
| 3Y | +7.2% | +47.0% | -39.8% | -15.4% |
| All | -40.0% | +58.3% | -98.2% | -55.9% |
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