-4.6%
HD vs JBLU
-12.5%
+7.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +11.9% | -5.4% | +4.7% |
| 7D | +11.9% | +24.9% | -13.0% | +8.2% |
| 30D | +26.4% | -12.3% | +38.7% | +29.1% |
| 3M | +2.8% | -44.5% | +47.3% | +13.6% |
| 6M | +15.5% | -25.7% | +41.1% | +20.5% |
| YTD | +5.5% | -21.8% | +27.3% | +8.6% |
| 1Y | -4.6% | -12.7% | +8.2% | -5.0% |
| All | -4.6% | -12.5% | +7.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling