+1,547.2%
HWM vs LUV
+9.5%
+1,537.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -12.5% | -0.1% | -12.4% | -12.4% |
| 30D | -19.0% | -14.6% | -4.4% | -12.3% |
| 3M | -8.6% | -5.7% | -2.9% | -6.7% |
| 6M | -10.2% | -8.4% | -1.7% | -7.6% |
| YTD | +11.3% | -5.1% | +16.5% | +9.7% |
| 1Y | +24.3% | +26.6% | -2.3% | +3.3% |
| 3Y | +382.3% | +39.7% | +342.6% | +244.8% |
| 5Y | +640.6% | -12.0% | +652.6% | +583.4% |
| All | +1,547.2% | +9.5% | +1,537.6% | +1,037.0% |
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 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