-14.9%
JBLU vs THC
+250.7%
-265.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -24.4% | +1.5% | -26.0% | -24.8% |
| 3M | -4.8% | +59.9% | -64.7% | -13.4% |
| 6M | -0.5% | +11.0% | -11.4% | -3.9% |
| YTD | -3.5% | +32.6% | -36.1% | -9.5% |
| 1Y | -13.6% | +37.4% | -51.0% | -19.3% |
| All | -14.9% | +250.7% | -265.6% | -40.5% |
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