-24.8%
JBLU vs HBM
+593.2%
-618.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +1.9% |
| 7D | -4.8% | -3.7% | -1.0% | -4.1% |
| 30D | -24.4% | -3.7% | -20.8% | -24.1% |
| 3M | -4.8% | +8.0% | -12.8% | -7.7% |
| 6M | -0.5% | +15.8% | -16.2% | -5.8% |
| YTD | -3.5% | +34.4% | -37.9% | -12.4% |
| 1Y | -13.6% | +98.2% | -111.7% | -28.6% |
| 3Y | -15.3% | +476.6% | -491.8% | -45.4% |
| 5Y | -70.1% | +331.1% | -401.2% | -80.5% |
| 10Y | -72.9% | +591.6% | -664.5% | -86.3% |
| All | -24.8% | +593.2% | -618.1% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling