-59.7%
ZTS vs JBHT
+15.0%
-74.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.6% | -4.4% | -7.0% |
| 7D | +4.9% | -1.4% | +6.3% | +5.4% |
| 30D | +15.9% | -3.1% | +19.0% | +16.9% |
| 3M | +11.1% | -19.5% | +30.7% | +17.3% |
| 6M | -26.0% | -9.6% | -16.5% | -25.0% |
| YTD | -33.3% | +13.3% | -46.6% | -37.1% |
| 1Y | -30.3% | +29.7% | -60.0% | -37.1% |
| 3Y | -47.0% | +28.3% | -75.3% | -53.5% |
| 5Y | -59.7% | +18.5% | -78.2% | -64.8% |
| All | -59.7% | +15.0% | -74.7% | -64.8% |
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 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