-73.8%
JBLU vs HRB
+209.1%
-282.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -5.0% | -8.0% | +3.1% | -1.9% |
| 30D | -23.9% | -16.0% | -7.9% | -18.7% |
| 3M | -11.6% | +26.9% | -38.5% | -20.9% |
| 6M | -0.2% | +51.1% | -51.3% | -18.9% |
| YTD | -3.3% | +7.1% | -10.4% | -9.5% |
| 1Y | -15.4% | -9.6% | -5.8% | -14.9% |
| 3Y | -14.7% | +25.4% | -40.1% | -30.0% |
| 5Y | -70.0% | +114.9% | -184.9% | -81.9% |
| All | -73.8% | +209.1% | -282.9% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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