-70.7%
JBLU vs USHY
+20.9%
-91.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -5.0% | -0.7% | -4.3% | -2.9% |
| 30D | -23.9% | -0.7% | -23.2% | -22.1% |
| 3M | -11.6% | +0.1% | -11.7% | -11.4% |
| 6M | -0.2% | +1.8% | -2.0% | -3.8% |
| YTD | -3.3% | +1.8% | -5.1% | -6.5% |
| 1Y | -15.4% | +3.3% | -18.7% | -21.5% |
| 3Y | -14.7% | +27.0% | -41.7% | -53.3% |
| All | -70.7% | +20.9% | -91.7% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 5y: compounded portfolio wealth divided by compounded USHY 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…
5y analysis · Full analysis span regression · 6 months rolling