+744.0%
PHM vs JBHT
+191.4%
+552.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.6% | +1.0% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +21.2% | -2.2% | +23.3% | +22.4% |
| 3M | +2.5% | -16.5% | +18.9% | +10.9% |
| 6M | +16.1% | -8.4% | +24.5% | +18.9% |
| YTD | +16.6% | +16.1% | +0.6% | +5.0% |
| 1Y | +14.4% | +31.9% | -17.5% | -3.7% |
| 3Y | +71.9% | +34.1% | +37.8% | +37.8% |
| 5Y | +174.3% | +20.1% | +154.2% | +128.2% |
| 10Y | +744.0% | +184.7% | +559.4% | +334.7% |
| All | +744.0% | +191.4% | +552.6% | +334.7% |
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