-67.0%
JBLU vs HUM
+3,144.7%
-3,211.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.4% |
| 7D | -5.0% | +2.1% | -7.0% | -5.5% |
| 30D | -23.9% | +5.4% | -29.3% | -25.0% |
| 3M | -11.6% | +11.4% | -23.1% | -14.5% |
| 6M | -0.2% | +141.5% | -141.7% | -22.9% |
| YTD | -3.3% | +61.2% | -64.5% | -17.1% |
| 1Y | -15.4% | +49.2% | -64.5% | -26.5% |
| 3Y | -14.7% | -9.0% | -5.7% | -19.2% |
| 5Y | -70.0% | +7.2% | -77.2% | -73.7% |
| 10Y | -72.9% | +152.7% | -225.6% | -82.5% |
| All | -67.0% | +3,144.7% | -3,211.7% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling