-9.0%
JBLU vs ALHC
-16.6%
+7.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -3.5% | -0.6% | -3.0% | -3.5% |
| 30D | -27.2% | -1.0% | -26.2% | -27.1% |
| 3M | -4.3% | -10.2% | +5.8% | -5.2% |
| 6M | -8.3% | -28.3% | +20.0% | -7.0% |
| YTD | +1.8% | -31.4% | +33.2% | +5.5% |
| 1Y | -9.0% | -16.9% | +7.9% | -12.6% |
| All | -9.0% | -16.6% | +7.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 1y: compounded portfolio wealth divided by compounded ALHC 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…
1y analysis · Full analysis span regression · 6 months rolling