+289.4%
HPE vs LUV
+40.8%
+248.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.4% | +11.0% | +12.0% |
| 7D | +19.4% | -1.0% | +20.4% | +19.7% |
| 30D | +5.6% | -12.4% | +18.0% | +10.0% |
| 3M | +33.1% | -11.0% | +44.0% | +37.3% |
| 6M | +192.5% | -5.0% | +197.4% | +192.5% |
| YTD | +160.9% | -3.8% | +164.7% | +156.4% |
| 1Y | +155.0% | +25.9% | +129.0% | +125.2% |
| 3Y | +289.4% | +42.2% | +247.2% | +217.8% |
| All | +289.4% | +40.8% | +248.6% | +217.8% |
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