+74.2%
ZTS vs JBHT
+192.4%
-118.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +11.7% | -2.3% | +14.0% | +12.6% |
| 3M | +3.5% | -18.5% | +21.9% | +9.7% |
| 6M | -27.6% | -11.3% | -16.4% | -25.8% |
| YTD | -35.5% | +12.6% | -48.0% | -39.4% |
| 1Y | -32.1% | +29.8% | -61.9% | -39.4% |
| 3Y | -49.1% | +28.1% | -77.2% | -56.0% |
| 5Y | -61.0% | +17.7% | -78.7% | -66.0% |
| All | +74.2% | +192.4% | -118.1% | +11.9% |
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