+397.8%
ZBRA vs JBHT
+192.4%
+205.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -10.9% | -1.6% | -9.3% | -10.1% |
| 30D | -16.6% | -2.3% | -14.3% | -15.8% |
| 3M | -11.6% | -18.5% | +6.9% | -2.7% |
| 6M | +40.2% | -11.3% | +51.4% | +46.5% |
| YTD | +32.6% | +12.6% | +20.1% | +20.3% |
| 1Y | +24.7% | +29.8% | -5.1% | +4.3% |
| 3Y | +56.3% | +28.1% | +28.2% | +27.5% |
| 5Y | -47.0% | +17.7% | -64.7% | -55.6% |
| All | +397.8% | +192.4% | +205.4% | +177.9% |
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 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