+18.3%
HYG vs JBLU
-70.3%
+88.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -0.7% | -5.0% | +4.3% | -0.5% |
| 30D | -0.7% | -23.9% | +23.1% | +0.5% |
| 3M | -0.2% | -11.6% | +11.4% | +0.2% |
| 6M | +1.4% | -0.2% | +1.7% | +0.8% |
| YTD | +1.5% | -3.3% | +4.8% | +0.7% |
| 1Y | +2.9% | -15.4% | +18.3% | +2.7% |
| 3Y | +25.6% | -14.7% | +40.4% | +20.0% |
| All | +18.3% | -70.3% | +88.5% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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