-67.1%
JBLU vs BHP
+2,738.9%
-2,806.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +2.5% |
| 7D | -4.8% | -3.7% | -1.0% | -3.4% |
| 30D | -24.4% | -0.8% | -23.6% | -24.4% |
| 3M | -4.8% | +7.6% | -12.4% | -8.4% |
| 6M | -0.5% | +20.8% | -21.2% | -8.9% |
| YTD | -3.5% | +50.8% | -54.3% | -20.1% |
| 1Y | -13.6% | +70.9% | -84.5% | -32.3% |
| 3Y | -15.3% | +78.0% | -93.3% | -34.4% |
| 5Y | -70.1% | +113.1% | -183.2% | -79.1% |
| 10Y | -72.9% | +483.0% | -556.0% | -87.4% |
| All | -67.1% | +2,738.9% | -2,806.0% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling