+4.5%
HD vs JBLU
-71.4%
+76.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | -3.9% | -4.8% | +0.9% | -3.2% |
| 30D | -13.1% | -24.4% | +11.3% | -9.7% |
| 3M | -3.4% | -4.8% | +1.3% | -3.2% |
| 6M | -12.6% | -0.5% | -12.1% | -13.4% |
| YTD | -9.2% | -3.5% | -5.7% | -10.2% |
| 1Y | -23.9% | -13.6% | -10.3% | -23.9% |
| 3Y | +0.4% | -15.3% | +15.7% | -8.1% |
| 5Y | +4.5% | -70.1% | +74.6% | +9.5% |
| All | +4.5% | -71.4% | +76.0% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling