-65.3%
JBLU vs JBHT
+5,207.6%
-5,272.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -1.3% |
| 7D | -3.5% | +4.9% | -8.4% | -6.4% |
| 30D | -27.2% | +0.6% | -27.8% | -27.7% |
| 3M | -4.3% | -3.2% | -1.1% | -3.5% |
| 6M | -8.3% | +17.0% | -25.3% | -17.7% |
| YTD | +1.8% | +41.7% | -39.9% | -18.4% |
| 1Y | -9.0% | +90.0% | -99.0% | -40.6% |
| 3Y | -21.9% | +47.0% | -68.9% | -40.8% |
| 5Y | -69.0% | +58.3% | -127.3% | -78.0% |
| 10Y | -70.8% | +273.9% | -344.7% | -88.3% |
| All | -65.3% | +5,207.6% | -5,272.9% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling