+40.0%
HLT vs JBLU
-15.1%
+55.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.6% |
| 7D | +3.6% | +14.4% | -10.9% | +2.0% |
| 30D | +14.6% | -13.4% | +28.0% | +16.6% |
| 3M | +13.9% | -45.1% | +59.1% | +22.4% |
| 6M | +18.3% | -27.9% | +46.2% | +21.3% |
| YTD | +28.9% | -23.3% | +52.2% | +29.1% |
| 1Y | +40.0% | -18.6% | +58.7% | +32.8% |
| All | +40.0% | -15.1% | +55.1% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling