-73.8%
JBLU vs HST
+110.3%
-184.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | -5.0% | +0.9% | -5.8% | -5.6% |
| 30D | -23.9% | -2.5% | -21.4% | -22.3% |
| 3M | -11.6% | -5.1% | -6.5% | -8.0% |
| 6M | -0.2% | +21.6% | -21.8% | -14.1% |
| YTD | -3.3% | +31.6% | -34.9% | -21.5% |
| 1Y | -15.4% | +36.1% | -51.5% | -33.4% |
| 3Y | -14.7% | +66.5% | -81.2% | -41.4% |
| 5Y | -70.0% | +76.6% | -146.6% | -80.5% |
| All | -73.8% | +110.3% | -184.1% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling