-11.2%
JBLU vs HUM
+50.0%
-61.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -22.8% | +4.6% | -27.5% | -23.2% |
| 3M | -13.0% | +7.6% | -20.6% | -13.8% |
| 6M | +5.8% | +147.9% | -142.0% | -11.1% |
| YTD | -4.2% | +60.1% | -64.3% | -12.6% |
| All | -11.2% | +50.0% | -61.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 1y: compounded portfolio wealth divided by compounded HUM 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…
1y analysis · Full analysis span regression · 6 months rolling