+1,009.4%
HD vs JBLU
-58.4%
+1,067.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -2.1% | -3.5% | +1.5% | -1.4% |
| 30D | -8.4% | -27.2% | +18.8% | -2.6% |
| 3M | +4.3% | -4.3% | +8.7% | +4.5% |
| 6M | -11.1% | -8.3% | -2.8% | -11.3% |
| YTD | -4.7% | +1.8% | -6.4% | -7.6% |
| 1Y | -19.8% | -9.0% | -10.8% | -21.0% |
| 3Y | +4.1% | -21.9% | +26.0% | -5.3% |
| 5Y | +10.3% | -69.0% | +79.3% | +18.3% |
| 10Y | +203.2% | -70.8% | +274.0% | +193.7% |
| All | +1,009.4% | -58.4% | +1,067.7% | +581.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling