+640.6%
HWM vs JBLU
-71.4%
+712.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -12.5% | -4.8% | -7.7% | -11.6% |
| 30D | -19.0% | -24.4% | +5.4% | -14.5% |
| 3M | -8.6% | -4.8% | -3.8% | -8.7% |
| 6M | -10.2% | -0.5% | -9.7% | -11.8% |
| YTD | +11.3% | -3.5% | +14.8% | +8.8% |
| 1Y | +24.3% | -13.6% | +37.8% | +23.4% |
| 3Y | +382.3% | -15.3% | +397.5% | +316.2% |
| 5Y | +640.6% | -70.1% | +710.7% | +828.0% |
| All | +640.6% | -71.4% | +712.1% | +828.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling