+22,462.1%
PH vs JBHT
+9,634.5%
+12,827.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.7% |
| 30D | -6.7% | -1.2% | -5.5% | -6.5% |
| 3M | -8.1% | -17.1% | +9.0% | -3.5% |
| 6M | +5.3% | -4.4% | +9.7% | +5.3% |
| YTD | +4.2% | +17.5% | -13.3% | -2.4% |
| 1Y | +19.3% | +32.6% | -13.3% | +7.6% |
| 3Y | +133.9% | +33.0% | +100.8% | +106.3% |
| 5Y | +197.7% | +20.3% | +177.4% | +168.5% |
| 10Y | +776.5% | +209.1% | +567.4% | +508.1% |
| All | +22,462.1% | +9,634.5% | +12,827.6% | +7,576.9% |
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