+192.7%
JBL vs THC
+253.4%
-60.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.8% | +0.9% |
| 7D | +4.4% | -2.6% | +7.0% | +4.8% |
| 30D | -8.4% | -1.2% | -7.3% | -8.4% |
| 3M | -14.2% | +58.9% | -73.1% | -21.3% |
| 6M | +29.6% | +9.3% | +20.3% | +27.4% |
| YTD | +37.1% | +30.4% | +6.7% | +29.6% |
| 1Y | +49.5% | +34.6% | +14.9% | +39.6% |
| 3Y | +192.7% | +246.7% | -54.0% | +152.7% |
| All | +192.7% | +253.4% | -60.7% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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