+420.1%
HUT vs LUV
-23.3%
+443.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +4.8% |
| 7D | +17.8% | +0.4% | +17.4% | +17.6% |
| 30D | +0.8% | -18.4% | +19.3% | +13.3% |
| 3M | -26.8% | -3.2% | -23.6% | -25.9% |
| 6M | +72.6% | -14.8% | +87.4% | +89.4% |
| YTD | +103.6% | -2.9% | +106.5% | +102.7% |
| 1Y | +265.3% | +29.6% | +235.7% | +204.8% |
| 3Y | +689.4% | +35.2% | +654.2% | +513.4% |
| 5Y | +75.3% | -11.7% | +87.0% | +75.1% |
| All | +420.1% | -23.3% | +443.4% | +428.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling