-70.7%
JBLU vs HIG
+116.1%
-186.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -5.0% | -1.5% | -3.5% | -3.9% |
| 30D | -23.9% | -0.4% | -23.5% | -23.8% |
| 3M | -11.6% | +6.7% | -18.3% | -16.6% |
| 6M | -0.2% | +2.0% | -2.2% | -2.8% |
| YTD | -3.3% | +0.3% | -3.6% | -4.5% |
| 1Y | -15.4% | +4.2% | -19.6% | -19.2% |
| 3Y | -14.7% | +102.2% | -117.0% | -53.3% |
| All | -70.7% | +116.1% | -186.8% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling