-67.1%
JBLU vs FHN
+36.7%
-103.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -22.3% | -2.6% | -19.8% | -21.3% |
| 3M | -11.0% | 0.0% | -11.0% | -10.9% |
| 6M | -3.1% | +9.2% | -12.3% | -6.7% |
| YTD | -3.7% | +4.3% | -8.1% | -5.1% |
| 1Y | -14.8% | +10.8% | -25.5% | -18.6% |
| 3Y | -15.4% | +130.7% | -146.2% | -42.1% |
| 5Y | -71.4% | +87.4% | -158.7% | -80.3% |
| 10Y | -73.0% | +126.9% | -199.9% | -83.7% |
| All | -67.1% | +36.7% | -103.9% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling