+152.3%
HUM vs LUV
+20.2%
+132.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +2.0% |
| 7D | +2.1% | -1.0% | +3.0% | +2.2% |
| 30D | +5.4% | -12.4% | +17.7% | +7.5% |
| 3M | +11.4% | -11.0% | +22.4% | +13.1% |
| 6M | +141.5% | -5.0% | +146.5% | +141.6% |
| YTD | +61.2% | -3.8% | +65.0% | +60.4% |
| 1Y | +49.2% | +25.9% | +23.2% | +41.9% |
| 3Y | -9.0% | +42.2% | -51.3% | -17.0% |
| 5Y | +7.2% | -10.8% | +17.9% | +4.6% |
| All | +152.3% | +20.2% | +132.0% | +127.4% |
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