-73.8%
JBLU vs XHB
+215.4%
-289.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.3% |
| 7D | -5.0% | -4.6% | -0.3% | -0.6% |
| 30D | -23.9% | -9.1% | -14.7% | -16.5% |
| 3M | -11.6% | -8.6% | -3.1% | -3.5% |
| 6M | -0.2% | -4.0% | +3.8% | +4.9% |
| YTD | -3.3% | -3.9% | +0.6% | +2.2% |
| 1Y | -15.4% | -16.5% | +1.1% | +1.8% |
| 3Y | -14.7% | +22.6% | -37.3% | -29.1% |
| 5Y | -70.0% | +33.9% | -104.0% | -77.3% |
| All | -73.8% | +215.4% | -289.2% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling