-49.1%
ZTS vs JBHT
+27.4%
-76.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -3.2% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +11.7% | -2.3% | +14.0% | +12.3% |
| 3M | +3.5% | -18.5% | +21.9% | +7.5% |
| 6M | -27.6% | -11.3% | -16.4% | -26.7% |
| YTD | -35.5% | +12.6% | -48.0% | -38.3% |
| 1Y | -32.1% | +29.8% | -61.9% | -37.3% |
| 3Y | -49.1% | +28.1% | -77.2% | -53.8% |
| All | -49.1% | +27.4% | -76.5% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling