+11,095.6%
PHM vs JBHT
+11,637.0%
-541.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | -3.2% | +4.9% | -8.1% | -4.9% |
| 30D | -6.4% | +0.6% | -7.0% | -6.9% |
| 3M | +5.5% | -3.2% | +8.7% | +6.3% |
| 6M | -5.4% | +17.0% | -22.4% | -11.4% |
| YTD | +6.6% | +41.7% | -35.1% | -6.9% |
| 1Y | -8.8% | +90.0% | -98.8% | -29.4% |
| 3Y | +54.1% | +47.0% | +7.1% | +29.7% |
| 5Y | +144.5% | +58.3% | +86.2% | +98.8% |
| 10Y | +569.4% | +273.9% | +295.5% | +298.6% |
| All | +11,095.6% | +11,637.0% | -541.4% | +2,835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling