-77.5%
JBLU vs USHY
+49.7%
-127.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -0.7% | -4.3% | -3.1% |
| 30D | -23.9% | -0.7% | -23.2% | -22.4% |
| 3M | -11.6% | +0.1% | -11.7% | -11.4% |
| 6M | -0.2% | +1.8% | -2.0% | -3.3% |
| YTD | -3.3% | +1.8% | -5.1% | -6.1% |
| 1Y | -15.4% | +3.3% | -18.7% | -20.8% |
| 3Y | -14.7% | +27.0% | -41.7% | -51.3% |
| 5Y | -70.0% | +21.0% | -91.0% | -79.9% |
| All | -77.5% | +49.7% | -127.3% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling