-66.1%
JBLU vs THC
+36.3%
-102.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.8% |
| 7D | +1.1% | -2.6% | +3.7% | +1.7% |
| 30D | -25.5% | -1.2% | -24.4% | -25.4% |
| 3M | -5.0% | +58.9% | -64.0% | -15.8% |
| 6M | +0.7% | +9.3% | -8.7% | -2.1% |
| YTD | -0.7% | +30.4% | -31.0% | -8.1% |
| 1Y | -12.7% | +34.6% | -47.3% | -20.1% |
| 3Y | -12.7% | +246.7% | -259.4% | -39.9% |
| 5Y | -69.3% | +244.5% | -313.8% | -79.5% |
| 10Y | -73.0% | +950.1% | -1,023.1% | -88.3% |
| All | -66.1% | +36.3% | -102.4% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling