-73.8%
JBLU vs PHM
+568.1%
-641.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | -5.0% | -5.0% | 0.0% | -2.1% |
| 30D | -23.9% | -8.4% | -15.4% | -19.8% |
| 3M | -11.6% | -4.4% | -7.2% | -9.2% |
| 6M | -0.2% | -3.7% | +3.5% | +2.7% |
| YTD | -3.3% | +1.3% | -4.6% | -3.2% |
| 1Y | -15.4% | -14.0% | -1.4% | -7.2% |
| 3Y | -14.7% | +48.1% | -62.8% | -33.8% |
| 5Y | -70.0% | +158.8% | -228.8% | -83.8% |
| All | -73.8% | +568.1% | -641.9% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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