-12.7%
JBLU vs HST
+76.4%
-89.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.3% | +10.7% | +10.5% |
| 7D | +24.9% | +3.3% | +21.6% | +21.0% |
| 30D | -12.3% | +16.4% | -28.7% | -25.3% |
| 3M | -44.5% | +5.5% | -49.9% | -47.6% |
| 6M | -25.7% | +31.1% | -56.8% | -46.3% |
| YTD | -21.8% | +55.9% | -77.7% | -49.8% |
| 1Y | -12.7% | +75.6% | -88.4% | -46.6% |
| All | -12.7% | +76.4% | -89.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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