-12.7%
JBLU vs GH
+80.5%
-93.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.7% | +15.6% | +12.9% |
| 7D | +24.9% | -7.7% | +32.6% | +27.5% |
| 30D | -12.3% | -10.0% | -2.4% | -10.1% |
| 3M | -44.5% | +5.5% | -50.0% | -45.9% |
| 6M | -25.7% | +84.9% | -110.6% | -41.0% |
| YTD | -21.8% | +65.0% | -86.8% | -39.4% |
| 1Y | -12.7% | +71.8% | -84.5% | -32.5% |
| All | -12.7% | +80.5% | -93.2% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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