+307.4%
JBL vs THC
+267.4%
+40.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.5% |
| 3M | -27.4% | +12.9% | -40.3% | -29.3% |
| 6M | -29.1% | +52.8% | -81.9% | -35.8% |
| YTD | +13.6% | +47.4% | -33.8% | +3.0% |
| 1Y | +22.8% | +47.7% | -24.9% | +11.0% |
| 3Y | +103.0% | +444.7% | -341.6% | +29.0% |
| 5Y | +307.4% | +269.3% | +38.1% | +181.3% |
| All | +307.4% | +267.4% | +40.0% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling