-14.7%
JBLU vs HUM
-9.4%
-5.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | +0.1% |
| 7D | -5.0% | +2.1% | -7.0% | -5.1% |
| 30D | -23.9% | +5.4% | -29.3% | -24.1% |
| 3M | -11.6% | +11.4% | -23.1% | -12.2% |
| 6M | -0.2% | +141.5% | -141.7% | -5.9% |
| YTD | -3.3% | +61.2% | -64.5% | -6.8% |
| 1Y | -15.4% | +49.2% | -64.5% | -18.7% |
| 3Y | -14.7% | -9.0% | -5.7% | -20.9% |
| All | -14.7% | -9.4% | -5.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling