+23,761.0%
PH vs JBHT
+11,637.0%
+12,124.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.1% |
| 7D | -3.1% | +4.9% | -7.9% | -4.5% |
| 30D | -3.2% | +0.6% | -3.8% | -3.6% |
| 3M | +10.6% | -3.2% | +13.8% | +11.1% |
| 6M | -2.1% | +17.0% | -19.1% | -7.5% |
| YTD | +10.2% | +41.7% | -31.5% | -2.0% |
| 1Y | +28.2% | +90.0% | -61.8% | +3.0% |
| 3Y | +134.9% | +47.0% | +87.9% | +102.0% |
| 5Y | +253.6% | +58.3% | +195.3% | +195.0% |
| 10Y | +804.7% | +273.9% | +530.8% | +495.8% |
| All | +23,761.0% | +11,637.0% | +12,124.0% | +7,614.9% |
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