+711.6%
HL vs JBLU
-60.4%
+772.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -4.4% | -5.0% | +0.6% | -3.5% |
| 30D | +9.3% | -23.9% | +33.2% | +14.5% |
| 3M | +32.0% | -11.6% | +43.6% | +33.9% |
| 6M | -6.4% | -0.2% | -6.2% | -7.8% |
| YTD | +3.1% | -3.3% | +6.4% | +1.8% |
| 1Y | +77.6% | -15.4% | +92.9% | +78.4% |
| 3Y | +392.8% | -14.7% | +407.6% | +351.2% |
| 5Y | +234.1% | -70.0% | +304.1% | +259.8% |
| 10Y | +264.5% | -72.9% | +337.3% | +271.4% |
| All | +711.6% | -60.4% | +772.0% | +575.5% |
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 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