Unwanted changes in objects

I can't think of a good title because I barely understand my problem myself but I do know that it's a problem. I can't come up with a simple scenario so I'll use my actual code to explain the problem, and it's going to be related to java.awt.Color, but my problem is general, not awt dependent. Although I will shorten my code to show only what I think is relevant to the problem.

Java Code:

public class GameColor {
        public abstract class Effect {
                public int strength;
                public Effect(int strength) {
                        this.strength = strength;
                }
                
                public abstract Color get(Color color);
        }
        
        public class SetHue extends Effect {
                public SetHue(int strength) { super(strength); }
                public Color get(Color color) {
                        int h = strength;
                        int s = getS(color);
                        int b = getB(color);
                        
                        int a = color.getAlpha();
                        return getColor(h, s, b, a);
                }
        }
        
        public static final GameColor RED = new GameColor(255, 0, 0);
        
        protected Color color;
        
        public GameColor(int r, int g, int b) { color = new Color(r, g, b); }
        
        public void setHue(int hue) { color = new SetHue(hue).get(color); }
        
        private static int getH(Color color) { return getHSB(color)[0]; }
        private static int getS(Color color) { return getHSB(color)[1]; }
        private static int getB(Color color) { return getHSB(color)[2]; }
        
        private static int[] getHSB(Color color) {
                float floatHSB[] = new float[3];
                int red = color.getRed();
                int green = color.getGreen();
                int blue = color.getBlue();
                Color.RGBtoHSB(red, green, blue, floatHSB);
                int hue = Math.round(floatHSB[0] * 360.0F);
                int saturation = Math.round(floatHSB[1] * 255.0F);
                int brightness = Math.round(floatHSB[2] * 255.0F);
                return new int[] {hue, saturation, brightness};
        }
        
        public static Color getColor(int H, int S, int B, int A) {
                float hue = (float) H / 360.0F;
                float saturation = (float) S / 255.0F;
                float brightness = (float) B / 255.0F;
                Color color = new Color(Color.HSBtoRGB(hue, saturation, brightness));
                
                int red = color.getRed();
                int green = color.getGreen();
                int blue = color.getBlue();
                return new Color(red, green, blue, A);
        }

I have my reasons for having a SetHue inner class and a setHue method that practically do the same thing. The inner abstract class Effect and inner class SetHue was static but I changed it when I testing what could cause this problem, later I will need them to be static, but since they don't affect the problem I don't think it matters if they're static or not.

So down to the problem, I create three new GameColor instances which all are 255, 0, 0, basically red. Then I do setHue(0) method on the first one, setHue(20) on the second one, and setHue(40) on the last one. And for some reason all of them have a hue of 40, whereas the last one should've had this, so basically the last time I call setHue on the instances of GameColor, changes the hue of all of these colours to that hue. I want it to be individually affected, but all of them are affected. This is where I apply these changes:

Java Code:

             colo1.setHue(0);
                colo2.setHue(20);
                colo3.setHue(40);

And how I initialise the colors:

Java Code:

       public GameColor colo1 = GameColor.RED;
        public GameColor colo2 = GameColor.RED;
        public GameColor colo3 = GameColor.RED;