+210.1%
HIMS vs LUV
-11.9%
+222.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.5% |
| 7D | -0.7% | -1.0% | +0.2% | -0.3% |
| 30D | -8.2% | -12.4% | +4.1% | -2.2% |
| 3M | -4.7% | -11.0% | +6.3% | +0.8% |
| 6M | +6.3% | -5.0% | +11.3% | +8.7% |
| YTD | -15.3% | -3.8% | -11.5% | -15.3% |
| 1Y | -46.9% | +25.9% | -72.8% | -54.2% |
| 3Y | +321.3% | +42.2% | +279.0% | +221.1% |
| All | +210.1% | -11.9% | +222.1% | +199.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling