+248.6%
HD vs JBLU
-80.5%
+329.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +1.5% | +2.5% | -0.9% | +1.1% |
| 30D | +18.0% | +24.9% | -6.9% | +13.2% |
| 3M | +2.8% | -35.2% | +38.0% | +8.9% |
| 6M | +17.0% | -20.0% | +37.0% | +19.2% |
| YTD | +3.5% | -17.4% | +20.9% | +3.7% |
| 1Y | -2.6% | -13.0% | +10.4% | -3.3% |
| 3Y | +30.7% | -5.3% | +36.0% | +16.0% |
| 5Y | +6.2% | -75.2% | +81.4% | +16.4% |
| All | +248.6% | -80.5% | +329.0% | +274.1% |
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