+77.0%
ZTS vs JBHT
+186.6%
-109.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -0.6% | +0.9% | -1.6% | -0.8% |
| 30D | +11.0% | -1.1% | +12.1% | +11.4% |
| 3M | +10.9% | -14.8% | +25.7% | +16.0% |
| 6M | +0.9% | -7.4% | +8.4% | +1.9% |
| YTD | -33.0% | +17.3% | -50.3% | -38.0% |
| 1Y | -29.6% | +35.3% | -64.9% | -38.1% |
| 3Y | -49.0% | +33.9% | -83.0% | -56.6% |
| 5Y | -59.5% | +22.5% | -82.0% | -65.1% |
| 10Y | +77.0% | +181.3% | -104.3% | +12.1% |
| All | +77.0% | +186.6% | -109.6% | +12.1% |
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