+69.0%
PHM vs JBHT
+28.2%
+40.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.9% |
| 7D | +8.7% | -1.4% | +10.1% | +9.3% |
| 30D | +16.4% | -3.1% | +19.5% | +17.8% |
| 3M | +1.8% | -19.5% | +21.4% | +10.4% |
| 6M | +15.1% | -9.6% | +24.6% | +17.7% |
| YTD | +16.0% | +13.3% | +2.7% | +7.0% |
| 1Y | +14.1% | +29.7% | -15.6% | -0.8% |
| All | +69.0% | +28.2% | +40.7% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling