-70.7%
JBLU vs HST
+74.5%
-145.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.2% |
| 7D | -5.0% | +0.9% | -5.8% | -5.7% |
| 30D | -23.9% | -2.5% | -21.4% | -22.0% |
| 3M | -11.6% | -5.1% | -6.5% | -7.5% |
| 6M | -0.2% | +21.6% | -21.8% | -16.5% |
| YTD | -3.3% | +31.6% | -34.9% | -24.4% |
| 1Y | -15.4% | +36.1% | -51.5% | -36.2% |
| 3Y | -14.7% | +66.5% | -81.2% | -45.9% |
| All | -70.7% | +74.5% | -145.3% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling