-70.1%
JBLU vs ALHC
-31.9%
-38.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -4.8% | -5.8% | +1.0% | -4.1% |
| 30D | -24.4% | -3.3% | -21.1% | -24.1% |
| 3M | -4.8% | -37.9% | +33.2% | -0.3% |
| 6M | -0.5% | -29.5% | +29.0% | +1.8% |
| YTD | -3.5% | -35.4% | +31.9% | -0.4% |
| 1Y | -13.6% | -22.4% | +8.8% | -12.6% |
| 3Y | -15.3% | +146.3% | -161.6% | -32.3% |
| 5Y | -70.1% | -32.0% | -38.1% | -72.1% |
| All | -70.1% | -31.9% | -38.2% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling