+101.0%
JBL vs THC
+436.4%
-335.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.5% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -17.0% | +9.0% | -26.0% | -18.0% |
| 3M | -27.4% | +12.9% | -40.3% | -28.7% |
| 6M | -29.1% | +52.8% | -81.9% | -34.1% |
| YTD | +13.6% | +47.4% | -33.8% | +5.6% |
| 1Y | +22.8% | +47.7% | -24.9% | +13.9% |
| All | +101.0% | +436.4% | -335.4% | +29.5% |
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