-12.7%
JBLU vs JBHT
+34.8%
-47.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.9% | +11.3% |
| 7D | +24.9% | +1.7% | +23.2% | +23.8% |
| 30D | -12.3% | -1.2% | -11.1% | -11.6% |
| 3M | -44.5% | -17.1% | -27.3% | -39.1% |
| 6M | -25.7% | -4.4% | -21.3% | -30.1% |
| YTD | -21.8% | +17.5% | -39.2% | -41.3% |
| 1Y | -12.7% | +32.6% | -45.3% | -38.9% |
| All | -12.7% | +34.8% | -47.6% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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