-70.7%
JBLU vs PHM
+156.2%
-226.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.8% |
| 7D | -5.0% | -5.0% | 0.0% | -1.9% |
| 30D | -23.9% | -8.4% | -15.4% | -19.5% |
| 3M | -11.6% | -4.4% | -7.2% | -9.1% |
| 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% | -7.1% |
| 3Y | -14.7% | +48.1% | -62.8% | -35.0% |
| All | -70.7% | +156.2% | -226.9% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling