-12.7%
JBLU vs JHX
+44.7%
-57.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +8.3% | +3.7% | +7.1% |
| 7D | +24.9% | +13.3% | +11.6% | +16.8% |
| 30D | -12.3% | +17.1% | -29.5% | -19.5% |
| 3M | -44.5% | +4.1% | -48.6% | -46.0% |
| 6M | -25.7% | +48.5% | -74.2% | -40.1% |
| YTD | -21.8% | +42.3% | -64.0% | -36.5% |
| 1Y | -12.7% | +47.4% | -60.1% | -29.6% |
| All | -12.7% | +44.7% | -57.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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