-73.0%
JBLU vs JBHT
+276.8%
-349.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.6% |
| 7D | +1.1% | +7.1% | -6.0% | -3.1% |
| 30D | -25.5% | +2.3% | -27.9% | -26.9% |
| 3M | -5.0% | -4.5% | -0.6% | -3.4% |
| 6M | +0.7% | +29.2% | -28.6% | -15.3% |
| YTD | -0.7% | +42.2% | -42.8% | -20.8% |
| 1Y | -12.7% | +93.7% | -106.5% | -43.9% |
| 3Y | -12.7% | +53.2% | -65.9% | -36.0% |
| 5Y | -69.3% | +62.4% | -131.7% | -78.7% |
| 10Y | -73.0% | +274.7% | -347.7% | -89.0% |
| All | -73.0% | +276.8% | -349.8% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling