+662.9%
PHM vs JBHT
+176.2%
+486.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -6.1% | +4.2% | -10.3% | -8.0% |
| 30D | +13.7% | -0.4% | +14.1% | +13.8% |
| 3M | -1.5% | -17.3% | +15.8% | +7.2% |
| 6M | +11.3% | -3.5% | +14.8% | +10.8% |
| YTD | +8.9% | +18.0% | -9.1% | -2.8% |
| 1Y | +6.1% | +35.5% | -29.4% | -12.0% |
| 3Y | +57.7% | +34.8% | +22.9% | +26.2% |
| 5Y | +159.0% | +19.7% | +139.2% | +115.9% |
| All | +662.9% | +176.2% | +486.7% | +295.4% |
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