+692.1%
PHM vs JBHT
+183.5%
+508.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.2% |
| 7D | -4.8% | +0.5% | -5.2% | -5.0% |
| 30D | +16.5% | -0.1% | +16.6% | +16.4% |
| 3M | -2.0% | -14.0% | +12.0% | +4.5% |
| 6M | +12.7% | -5.1% | +17.7% | +13.2% |
| YTD | +11.2% | +18.0% | -6.9% | -0.8% |
| 1Y | +7.7% | +36.5% | -28.8% | -10.9% |
| 3Y | +60.9% | +34.8% | +26.1% | +28.7% |
| 5Y | +167.7% | +21.4% | +146.3% | +121.4% |
| 10Y | +692.1% | +178.0% | +514.1% | +307.5% |
| All | +692.1% | +183.5% | +508.6% | +307.5% |
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