-14.7%
JBLU vs GH
+363.0%
-377.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | -5.0% | -2.5% | -2.5% | -4.4% |
| 30D | -23.9% | -4.7% | -19.2% | -23.2% |
| 3M | -11.6% | +20.2% | -31.9% | -16.3% |
| 6M | -0.2% | +78.8% | -79.0% | -14.8% |
| YTD | -3.3% | +54.1% | -57.4% | -15.0% |
| 1Y | -15.4% | +177.1% | -192.5% | -36.7% |
| 3Y | -14.7% | +371.6% | -386.3% | -46.6% |
| All | -14.7% | +363.0% | -377.7% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling