+1,497.0%
HWM vs JBLU
-78.4%
+1,575.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | +7.3% | +2.5% | +4.8% | +6.4% |
| 30D | +1.6% | +24.9% | -23.3% | -6.9% |
| 3M | -21.9% | -35.2% | +13.3% | -12.0% |
| 6M | -19.0% | -20.0% | +1.0% | -16.6% |
| YTD | +7.9% | -17.4% | +25.3% | +6.3% |
| 1Y | +9.9% | -13.0% | +22.9% | +6.0% |
| 3Y | +342.1% | -5.3% | +347.4% | +214.0% |
| 5Y | +600.8% | -75.2% | +676.0% | +776.1% |
| 10Y | +1,493.8% | -80.5% | +1,574.3% | +1,594.6% |
| All | +1,497.0% | -78.4% | +1,575.5% | +1,481.7% |
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