-67.1%
JBLU vs HRB
+348.6%
-415.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.8% | -12.2% | +7.4% | +0.6% |
| 30D | -24.4% | -3.0% | -21.5% | -24.2% |
| 3M | -4.8% | +21.7% | -26.5% | -14.3% |
| 6M | -0.5% | +52.3% | -52.8% | -21.1% |
| YTD | -3.5% | +6.5% | -10.0% | -10.9% |
| 1Y | -13.6% | -6.7% | -6.9% | -15.6% |
| 3Y | -15.3% | +25.1% | -40.4% | -31.0% |
| 5Y | -70.1% | +113.8% | -183.9% | -81.8% |
| 10Y | -72.9% | +204.8% | -277.7% | -87.4% |
| All | -67.1% | +348.6% | -415.6% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling