-67.0%
JBLU vs JHX
+1,451.5%
-1,518.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.0% | -6.3% | +1.4% | -3.1% |
| 30D | -23.9% | -7.7% | -16.1% | -22.0% |
| 3M | -11.6% | +19.2% | -30.8% | -16.3% |
| 6M | -0.2% | +38.3% | -38.5% | -9.5% |
| YTD | -3.3% | +37.2% | -40.5% | -12.2% |
| 1Y | -15.4% | +42.3% | -57.7% | -24.6% |
| 3Y | -14.7% | -4.4% | -10.3% | -19.6% |
| 5Y | -70.0% | -26.4% | -43.7% | -70.1% |
| 10Y | -72.9% | +106.3% | -179.1% | -80.0% |
| All | -67.0% | +1,451.5% | -1,518.5% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling