-0.2%
JBLU vs USHY
+1.6%
-1.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | 0.0% |
| 7D | -5.0% | -0.7% | -4.3% | +1.3% |
| 30D | -23.9% | -0.7% | -23.2% | -18.8% |
| 3M | -11.6% | +0.1% | -11.7% | -11.3% |
| 6M | -0.2% | +1.8% | -2.0% | -10.9% |
| All | -0.2% | +1.6% | -1.9% | -10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling