-77.7%
JBLU vs ALHC
-33.8%
-43.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -5.0% | -6.9% | +1.9% | -4.2% |
| 30D | -23.9% | -6.7% | -17.1% | -23.3% |
| 3M | -11.6% | -37.7% | +26.1% | -7.6% |
| 6M | -0.2% | -30.0% | +29.8% | +2.0% |
| YTD | -3.3% | -36.2% | +32.9% | -0.1% |
| 1Y | -15.4% | -22.9% | +7.5% | -14.4% |
| 3Y | -14.7% | +138.4% | -153.1% | -30.6% |
| 5Y | -70.0% | -32.8% | -37.2% | -72.7% |
| All | -77.7% | -33.8% | -43.8% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling