+206.4%
HD vs JBLU
-72.4%
+278.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -3.8% | -5.0% | +1.1% | -3.1% |
| 30D | -9.4% | -23.9% | +14.4% | -5.6% |
| 3M | -4.6% | -11.6% | +7.0% | -3.2% |
| 6M | -10.1% | -0.2% | -9.9% | -11.2% |
| YTD | -8.3% | -3.3% | -5.0% | -9.6% |
| 1Y | -25.0% | -15.4% | -9.6% | -24.9% |
| 3Y | +1.5% | -14.7% | +16.3% | -7.2% |
| 5Y | +5.6% | -70.0% | +75.6% | +12.9% |
| All | +206.4% | -72.4% | +278.8% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling