-39.8%
ZS vs JBHT
+15.0%
-54.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -3.6% | -5.6% | -7.7% |
| 7D | -17.7% | -1.4% | -16.3% | -17.2% |
| 30D | -3.9% | -3.1% | -0.9% | -2.7% |
| 3M | +26.1% | -19.5% | +45.7% | +36.7% |
| 6M | +44.2% | -9.6% | +53.8% | +47.5% |
| YTD | -9.4% | +13.3% | -22.7% | -18.1% |
| 1Y | -37.1% | +29.7% | -66.7% | -47.0% |
| 3Y | +24.0% | +28.3% | -4.3% | -0.3% |
| 5Y | -39.8% | +18.5% | -58.2% | -51.5% |
| All | -39.8% | +15.0% | -54.7% | -51.5% |
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