+1,773.8%
HWM vs JBLU
-73.4%
+1,847.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.1% | -3.5% | +1.4% | -1.0% |
| 30D | -11.0% | -27.2% | +16.2% | -1.7% |
| 3M | +4.0% | -4.3% | +8.4% | +3.5% |
| 6M | -0.2% | -8.3% | +8.1% | -1.2% |
| YTD | +26.7% | +1.8% | +24.9% | +18.8% |
| 1Y | +44.7% | -9.0% | +53.8% | +39.5% |
| 3Y | +426.1% | -21.9% | +448.0% | +323.7% |
| 5Y | +738.5% | -69.0% | +807.5% | +887.6% |
| All | +1,773.8% | -73.4% | +1,847.2% | +1,668.6% |
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