-17.4%
ZBH vs JBHT
+17.1%
-34.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +11.7% | -1.6% | +13.3% | +12.2% |
| 30D | +19.3% | -2.3% | +21.6% | +19.9% |
| 3M | +8.9% | -18.5% | +27.4% | +13.4% |
| 6M | +28.2% | -11.3% | +39.4% | +30.3% |
| YTD | +18.4% | +12.6% | +5.8% | +13.1% |
| 1Y | +20.6% | +29.8% | -9.2% | +11.1% |
| 3Y | -0.6% | +28.1% | -28.7% | -10.3% |
| All | -17.4% | +17.1% | -34.4% | -27.5% |
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