-67.1%
JBLU vs HIG
+237.2%
-304.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.8% | -2.3% | -2.5% | -4.1% |
| 30D | -24.4% | -1.2% | -23.2% | -24.2% |
| 3M | -4.8% | +6.3% | -11.1% | -6.8% |
| 6M | -0.5% | +0.6% | -1.0% | -0.9% |
| YTD | -3.5% | +0.6% | -4.1% | -4.0% |
| 1Y | -13.6% | +6.1% | -19.7% | -15.4% |
| 3Y | -15.3% | +102.0% | -117.2% | -31.4% |
| 5Y | -70.1% | +119.2% | -189.3% | -76.2% |
| 10Y | -72.9% | +312.5% | -385.4% | -81.8% |
| All | -67.1% | +237.2% | -304.3% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling