+60.4%
HCA vs LUV
+40.8%
+19.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | -0.1% | +1.2% |
| 7D | +5.4% | -1.0% | +6.4% | +5.5% |
| 30D | +3.0% | -12.4% | +15.3% | +4.1% |
| 3M | +13.0% | -11.0% | +24.0% | +14.1% |
| 6M | -20.3% | -5.0% | -15.3% | -20.0% |
| YTD | -8.2% | -3.8% | -4.4% | -8.6% |
| 1Y | +6.7% | +25.9% | -19.2% | +3.1% |
| 3Y | +60.4% | +42.2% | +18.1% | +41.3% |
| All | +60.4% | +40.8% | +19.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 3y: compounded portfolio wealth divided by compounded LUV 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…
3y analysis · Full analysis span regression · 6 months rolling