-14.7%
JBLU vs XHB
+23.1%
-37.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -1.4% |
| 7D | -5.0% | -4.6% | -0.3% | -0.3% |
| 30D | -23.9% | -9.1% | -14.7% | -16.0% |
| 3M | -11.6% | -8.6% | -3.1% | -3.0% |
| 6M | -0.2% | -4.0% | +3.8% | +4.9% |
| YTD | -3.3% | -3.9% | +0.6% | +2.5% |
| 1Y | -15.4% | -16.5% | +1.1% | +1.8% |
| 3Y | -14.7% | +22.6% | -37.3% | -30.7% |
| All | -14.7% | +23.1% | -37.8% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling