-0.5%
JBLU vs GH
+73.4%
-73.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -4.8% | -1.2% | -3.5% | -4.4% |
| 30D | -24.4% | -3.7% | -20.8% | -23.7% |
| 3M | -4.8% | +21.7% | -26.4% | -14.5% |
| 6M | -0.5% | +75.7% | -76.2% | -27.7% |
| All | -0.5% | +73.4% | -73.8% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling