-67.0%
JBLU vs HUBB
+2,300.9%
-2,367.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -1.0% |
| 7D | -5.0% | -0.1% | -4.9% | -4.9% |
| 30D | -23.9% | -10.0% | -13.9% | -18.0% |
| 3M | -11.6% | -1.6% | -10.0% | -11.6% |
| 6M | -0.2% | -3.1% | +2.9% | +0.8% |
| YTD | -3.3% | +4.6% | -7.9% | -7.6% |
| 1Y | -15.4% | +3.3% | -18.7% | -19.4% |
| 3Y | -14.7% | +46.6% | -61.3% | -38.2% |
| 5Y | -70.0% | +158.7% | -228.7% | -86.1% |
| 10Y | -72.9% | +443.5% | -516.3% | -92.8% |
| All | -67.0% | +2,300.9% | -2,367.9% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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