-66.1%
JBLU vs HST
+295.4%
-361.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.1% | +2.0% | -0.9% | 0.0% |
| 30D | -25.5% | -5.2% | -20.3% | -23.2% |
| 3M | -5.0% | -6.2% | +1.2% | -1.5% |
| 6M | +0.7% | +20.4% | -19.8% | -8.6% |
| YTD | -0.7% | +30.6% | -31.3% | -13.6% |
| 1Y | -12.7% | +37.4% | -50.1% | -26.3% |
| 3Y | -12.7% | +66.1% | -78.9% | -31.9% |
| 5Y | -69.3% | +73.7% | -143.0% | -76.4% |
| 10Y | -73.0% | +99.8% | -172.8% | -81.0% |
| All | -66.1% | +295.4% | -361.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling