-77.0%
JBLU vs ALHC
-29.3%
-47.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -25.5% | -6.3% | -19.2% | -25.0% |
| 3M | -5.0% | -12.3% | +7.3% | -4.7% |
| 6M | +0.7% | -27.0% | +27.7% | +2.5% |
| YTD | -0.7% | -31.8% | +31.2% | +1.9% |
| 1Y | -12.7% | -17.0% | +4.3% | -12.4% |
| 3Y | -12.7% | +159.8% | -172.6% | -29.7% |
| 5Y | -69.3% | -25.1% | -44.1% | -72.3% |
| All | -77.0% | -29.3% | -47.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling