-76.2%
JBLU vs GH
+473.1%
-549.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | -4.8% | -1.2% | -3.5% | -4.6% |
| 30D | -24.4% | -3.7% | -20.8% | -24.1% |
| 3M | -4.8% | +21.7% | -26.4% | -8.4% |
| 6M | -0.5% | +75.7% | -76.2% | -10.4% |
| YTD | -3.5% | +55.7% | -59.2% | -11.7% |
| 1Y | -13.6% | +181.1% | -194.7% | -29.1% |
| 3Y | -15.3% | +371.6% | -386.9% | -38.8% |
| 5Y | -70.1% | +23.2% | -93.3% | -76.9% |
| All | -76.2% | +473.1% | -549.3% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling