+243.8%
HPQ vs JBLU
-72.4%
+316.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.4% |
| 7D | +9.8% | -5.0% | +14.7% | +11.0% |
| 30D | +22.4% | -23.9% | +46.2% | +29.9% |
| 3M | +45.2% | -11.6% | +56.8% | +47.5% |
| 6M | +96.4% | -0.2% | +96.7% | +90.2% |
| YTD | +65.4% | -3.3% | +68.7% | +59.2% |
| 1Y | +31.6% | -15.4% | +47.0% | +30.2% |
| 3Y | +37.0% | -14.7% | +51.8% | +17.7% |
| 5Y | +53.0% | -70.0% | +123.0% | +71.2% |
| All | +243.8% | -72.4% | +316.2% | +262.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling