-28.1%
ZBH vs JBHT
+58.3%
-86.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.5% |
| 7D | -2.8% | +4.9% | -7.7% | -3.9% |
| 30D | -0.1% | +0.6% | -0.7% | -0.4% |
| 3M | +13.4% | -3.2% | +16.6% | +13.9% |
| 6M | +3.0% | +17.0% | -14.0% | -1.4% |
| YTD | +9.7% | +41.7% | -32.0% | +0.2% |
| 1Y | -5.4% | +90.0% | -95.4% | -19.8% |
| 3Y | -15.6% | +47.0% | -62.6% | -25.1% |
| All | -28.1% | +58.3% | -86.3% | -39.2% |
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