+308.1%
HUBS vs LUV
+20.2%
+287.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | -9.0% | -1.0% | -8.0% | -8.7% |
| 30D | +7.2% | -12.4% | +19.6% | +11.7% |
| 3M | +20.9% | -11.0% | +31.9% | +25.2% |
| 6M | -13.0% | -5.0% | -8.1% | -12.8% |
| YTD | -43.8% | -3.8% | -40.1% | -45.1% |
| 1Y | -54.6% | +25.9% | -80.6% | -60.1% |
| 3Y | -58.5% | +42.2% | -100.7% | -66.6% |
| 5Y | -66.4% | -10.8% | -55.6% | -68.3% |
| All | +308.1% | +20.2% | +287.9% | +253.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling