+615.1%
HPQ vs JBLU
-60.6%
+675.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.6% |
| 7D | +2.2% | -5.6% | +7.8% | +3.5% |
| 30D | +9.7% | -22.3% | +32.1% | +15.5% |
| 3M | +32.7% | -11.0% | +43.7% | +34.4% |
| 6M | +77.7% | -3.1% | +80.8% | +73.8% |
| YTD | +51.0% | -3.7% | +54.7% | +46.2% |
| 1Y | +18.4% | -14.8% | +33.2% | +17.3% |
| 3Y | +25.6% | -15.4% | +41.0% | +11.8% |
| 5Y | +38.6% | -71.4% | +110.0% | +52.9% |
| 10Y | +226.1% | -73.0% | +299.1% | +236.6% |
| All | +615.1% | -60.6% | +675.7% | +413.7% |
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