-70.7%
JBLU vs HBM
+327.6%
-398.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -5.0% | -3.3% | -1.7% | -4.3% |
| 30D | -23.9% | -4.8% | -19.1% | -23.1% |
| 3M | -11.6% | -0.4% | -11.2% | -13.2% |
| 6M | -0.2% | +17.9% | -18.1% | -8.3% |
| YTD | -3.3% | +33.7% | -37.0% | -15.7% |
| 1Y | -15.4% | +95.6% | -111.0% | -35.4% |
| 3Y | -14.7% | +458.1% | -472.9% | -53.5% |
| All | -70.7% | +327.6% | -398.4% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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