+390.3%
HWM vs LUV
+38.7%
+351.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -8.0% | +0.7% | -8.7% | -8.1% |
| 30D | -18.0% | -13.4% | -4.6% | -14.8% |
| 3M | -9.5% | -9.6% | +0.1% | -7.4% |
| 6M | -8.4% | -8.9% | +0.5% | -6.9% |
| YTD | +13.6% | -5.2% | +18.8% | +13.2% |
| 1Y | +30.2% | +27.0% | +3.2% | +18.8% |
| All | +390.3% | +38.7% | +351.5% | +277.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling