-12.7%
JBLU vs HIG
+12.7%
-25.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.6% | +11.6% |
| 7D | +24.9% | +6.2% | +18.7% | +24.4% |
| 30D | -12.3% | +9.4% | -21.7% | -13.9% |
| 3M | -44.5% | -2.3% | -42.1% | -43.8% |
| 6M | -25.7% | +4.2% | -29.8% | -26.5% |
| YTD | -21.8% | +1.6% | -23.3% | -20.8% |
| 1Y | -12.7% | +9.9% | -22.6% | -11.7% |
| All | -12.7% | +12.7% | -25.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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