-67.1%
JBLU vs HSY
+756.6%
-823.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | -5.6% | -3.0% | -2.7% | -4.3% |
| 30D | -22.3% | -5.0% | -17.3% | -20.5% |
| 3M | -11.0% | -1.3% | -9.7% | -10.8% |
| 6M | -3.1% | -21.5% | +18.4% | +7.6% |
| YTD | -3.7% | -3.3% | -0.5% | -3.2% |
| 1Y | -14.8% | -5.5% | -9.3% | -13.6% |
| 3Y | -15.4% | -9.9% | -5.5% | -14.5% |
| 5Y | -71.4% | +11.3% | -82.7% | -74.5% |
| 10Y | -73.0% | +128.1% | -201.1% | -83.8% |
| All | -67.1% | +756.6% | -823.8% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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