+448.2%
HUT vs LUV
-24.0%
+472.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.4% | +7.4% | +8.0% |
| 7D | +5.4% | -1.0% | +6.4% | +5.9% |
| 30D | +8.6% | -12.4% | +21.0% | +17.0% |
| 3M | -15.2% | -11.0% | -4.2% | -9.8% |
| 6M | +92.9% | -5.0% | +97.9% | +98.9% |
| YTD | +114.6% | -3.8% | +118.4% | +114.8% |
| 1Y | +208.5% | +25.9% | +182.6% | +162.1% |
| 3Y | +821.5% | +42.2% | +779.3% | +594.8% |
| 5Y | +101.8% | -10.8% | +112.6% | +101.2% |
| All | +448.2% | -24.0% | +472.3% | +459.3% |
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 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