+99.3%
HLT vs JBLU
-15.7%
+115.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | -5.0% | +3.4% | -1.0% |
| 30D | -5.0% | -23.9% | +18.9% | -1.9% |
| 3M | -10.4% | -11.6% | +1.3% | -9.6% |
| 6M | +3.2% | -0.2% | +3.5% | +1.8% |
| YTD | +6.7% | -3.3% | +10.0% | +5.1% |
| 1Y | +10.3% | -15.4% | +25.7% | +10.0% |
| 3Y | +99.3% | -14.7% | +114.1% | +95.9% |
| All | +99.3% | -15.7% | +115.0% | +95.9% |
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