-12.7%
JBLU vs FHN
+14.6%
-27.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.7% | +10.3% | +10.1% |
| 7D | +24.9% | +2.3% | +22.6% | +22.5% |
| 30D | -12.3% | +1.6% | -13.9% | -13.6% |
| 3M | -44.5% | -8.4% | -36.1% | -39.1% |
| 6M | -25.7% | -2.3% | -23.4% | -24.1% |
| YTD | -21.8% | +1.5% | -23.2% | -23.2% |
| 1Y | -12.7% | +15.0% | -27.8% | -21.6% |
| All | -12.7% | +14.6% | -27.3% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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