+174.6%
ZTS vs JBHT
+358.9%
-184.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.6% |
| 7D | -2.0% | +4.9% | -6.9% | -3.6% |
| 30D | +1.9% | +0.6% | +1.3% | +1.4% |
| 3M | -4.0% | -3.2% | -0.8% | -3.6% |
| 6M | -39.1% | +17.0% | -56.1% | -43.0% |
| YTD | -38.8% | +41.7% | -80.5% | -46.4% |
| 1Y | -49.6% | +90.0% | -139.6% | -60.7% |
| 3Y | -59.0% | +47.0% | -106.0% | -65.8% |
| 5Y | -61.8% | +58.3% | -120.1% | -69.7% |
| 10Y | +61.4% | +273.9% | -212.5% | -12.1% |
| All | +174.6% | +358.9% | -184.3% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling