+22.7%
ZBH vs JBHT
+183.5%
-160.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -2.4% | +0.5% | -2.9% | -2.6% |
| 30D | +16.6% | -0.1% | +16.7% | +16.6% |
| 3M | +10.8% | -14.0% | +24.9% | +15.1% |
| 6M | +35.8% | -5.1% | +40.8% | +36.0% |
| YTD | +20.5% | +18.0% | +2.4% | +12.2% |
| 1Y | +22.7% | +36.5% | -13.8% | +9.0% |
| 3Y | +4.9% | +34.8% | -29.9% | -9.5% |
| 5Y | -12.8% | +21.4% | -34.2% | -23.9% |
| 10Y | +22.7% | +178.0% | -155.3% | -21.1% |
| All | +22.7% | +183.5% | -160.8% | -21.1% |
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