-73.8%
JBLU vs BHP
+496.8%
-570.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | -5.0% | -3.6% | -1.4% | -3.2% |
| 30D | -23.9% | -1.2% | -22.7% | -23.7% |
| 3M | -11.6% | +1.2% | -12.8% | -13.3% |
| 6M | -0.2% | +21.4% | -21.6% | -11.9% |
| YTD | -3.3% | +50.4% | -53.7% | -25.2% |
| 1Y | -15.4% | +67.5% | -82.9% | -38.7% |
| 3Y | -14.7% | +72.8% | -87.5% | -39.4% |
| 5Y | -70.0% | +112.6% | -182.6% | -81.9% |
| All | -73.8% | +496.8% | -570.6% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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