-70.7%
JBLU vs FHN
+88.4%
-159.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -5.0% | -1.2% | -3.8% | -4.4% |
| 30D | -23.9% | -4.8% | -19.1% | -21.9% |
| 3M | -11.6% | -0.7% | -10.9% | -11.3% |
| 6M | -0.2% | +10.6% | -10.8% | -4.8% |
| YTD | -3.3% | +4.6% | -7.9% | -4.9% |
| 1Y | -15.4% | +11.4% | -26.7% | -19.5% |
| 3Y | -14.7% | +132.3% | -147.0% | -37.8% |
| All | -70.7% | +88.4% | -159.2% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling