+698.2%
PHM vs JBHT
+192.4%
+505.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | +6.2% | -1.6% | +7.8% | +7.1% |
| 30D | +17.9% | -2.3% | +20.2% | +19.2% |
| 3M | +2.5% | -18.5% | +21.0% | +12.3% |
| 6M | +10.8% | -11.3% | +22.1% | +15.3% |
| YTD | +13.7% | +12.6% | +1.2% | +4.0% |
| 1Y | +12.4% | +29.8% | -17.4% | -4.7% |
| 3Y | +65.6% | +28.1% | +37.6% | +36.1% |
| 5Y | +175.3% | +17.7% | +157.7% | +131.4% |
| All | +698.2% | +192.4% | +505.8% | +344.3% |
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