-60.3%
JBLU vs XHB
+157.1%
-217.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +2.2% |
| 7D | -4.8% | -5.2% | +0.5% | -0.4% |
| 30D | -24.4% | -12.1% | -12.3% | -15.7% |
| 3M | -4.8% | -6.2% | +1.4% | +1.0% |
| 6M | -0.5% | -6.7% | +6.3% | +6.8% |
| YTD | -3.5% | -5.5% | +1.9% | +3.0% |
| 1Y | -13.6% | -15.6% | +2.1% | +1.4% |
| 3Y | -15.3% | +22.0% | -37.2% | -26.6% |
| 5Y | -70.1% | +31.8% | -101.9% | -75.7% |
| 10Y | -72.9% | +208.1% | -281.0% | -89.0% |
| All | -60.3% | +157.1% | -217.4% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling