-67.1%
JBLU vs HDB
+3,420.1%
-3,487.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -5.6% | -4.9% | -0.7% | -3.6% |
| 30D | -22.3% | -5.8% | -16.5% | -20.3% |
| 3M | -11.0% | -5.2% | -5.8% | -9.1% |
| 6M | -3.1% | -25.7% | +22.6% | +10.0% |
| YTD | -3.7% | -39.6% | +35.8% | +19.0% |
| 1Y | -14.8% | -36.9% | +22.1% | +3.1% |
| 3Y | -15.4% | -29.7% | +14.3% | -4.0% |
| 5Y | -71.4% | -37.8% | -33.6% | -66.0% |
| 10Y | -73.0% | +33.7% | -106.7% | -77.6% |
| All | -67.1% | +3,420.1% | -3,487.3% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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