+761.8%
HPE vs JBLU
-81.8%
+843.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.2% | +12.2% | +12.4% |
| 7D | +19.4% | -5.0% | +24.4% | +20.9% |
| 30D | +5.6% | -23.9% | +29.5% | +13.3% |
| 3M | +33.1% | -11.6% | +44.7% | +35.1% |
| 6M | +192.5% | -0.2% | +192.7% | +181.0% |
| YTD | +160.9% | -3.3% | +164.2% | +149.3% |
| 1Y | +155.0% | -15.4% | +170.3% | +151.6% |
| 3Y | +289.4% | -14.7% | +304.1% | +229.9% |
| 5Y | +395.7% | -70.0% | +465.7% | +467.3% |
| 10Y | +574.8% | -72.9% | +647.7% | +601.5% |
| All | +761.8% | -81.8% | +843.6% | +952.3% |
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