+2.1%
HD vs JBLU
-16.1%
+18.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -1.8% | -5.6% | +3.8% | -1.1% |
| 30D | -10.8% | -22.3% | +11.5% | -8.2% |
| 3M | -2.7% | -11.0% | +8.3% | -1.7% |
| 6M | -10.3% | -3.1% | -7.2% | -10.6% |
| YTD | -7.8% | -3.7% | -4.1% | -8.4% |
| 1Y | -23.1% | -14.8% | -8.4% | -22.9% |
| All | +2.1% | -16.1% | +18.2% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling