-73.8%
JBLU vs THC
+1,022.1%
-1,095.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -23.9% | -1.2% | -22.7% | -23.7% |
| 3M | -11.6% | +52.3% | -63.9% | -22.2% |
| 6M | -0.2% | +12.4% | -12.6% | -4.2% |
| YTD | -3.3% | +32.7% | -36.0% | -12.1% |
| 1Y | -15.4% | +36.4% | -51.7% | -23.9% |
| 3Y | -14.7% | +259.3% | -274.0% | -45.6% |
| 5Y | -70.0% | +262.7% | -332.7% | -81.8% |
| All | -73.8% | +1,022.1% | -1,095.9% | -89.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling