+737.3%
PH vs JBHT
+192.0%
+545.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +2.6% |
| 7D | +3.0% | +0.4% | +2.6% | +2.8% |
| 30D | -0.6% | -2.0% | +1.3% | +0.1% |
| 3M | -10.7% | -16.3% | +5.5% | -3.6% |
| 6M | +9.1% | -8.2% | +17.3% | +10.6% |
| YTD | +9.5% | +16.3% | -6.8% | -3.3% |
| 1Y | +14.0% | +32.2% | -18.2% | -6.4% |
| 3Y | +138.9% | +34.4% | +104.5% | +83.6% |
| 5Y | +209.1% | +20.3% | +188.8% | +145.5% |
| 10Y | +737.3% | +185.2% | +552.1% | +227.2% |
| All | +737.3% | +192.0% | +545.3% | +227.2% |
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