+1,559.5%
HWM vs JBLU
-74.8%
+1,634.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -11.4% | -5.0% | -6.5% | -9.9% |
| 30D | -18.5% | -23.9% | +5.4% | -11.1% |
| 3M | -13.2% | -11.6% | -1.5% | -11.3% |
| 6M | -8.7% | -0.2% | -8.4% | -12.0% |
| YTD | +12.2% | -3.3% | +15.5% | +7.1% |
| 1Y | +24.9% | -15.4% | +40.3% | +23.5% |
| 3Y | +383.9% | -14.7% | +398.7% | +271.3% |
| 5Y | +646.1% | -70.0% | +716.2% | +786.3% |
| All | +1,559.5% | -74.8% | +1,634.2% | +1,493.3% |
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 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