+1,497.0%
HWM vs LUV
+27.2%
+1,469.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +7.3% | +1.1% | +6.2% | +6.7% |
| 30D | +1.6% | +14.2% | -12.7% | -5.5% |
| 3M | -21.9% | +0.6% | -22.5% | -22.6% |
| 6M | -19.0% | +15.1% | -34.1% | -25.9% |
| YTD | +7.9% | +10.2% | -2.3% | -2.1% |
| 1Y | +9.9% | +38.4% | -28.5% | -12.2% |
| 3Y | +342.1% | +107.5% | +234.6% | +150.3% |
| 5Y | +600.8% | +1.1% | +599.7% | +501.3% |
| 10Y | +1,493.8% | +16.0% | +1,477.8% | +1,022.2% |
| All | +1,497.0% | +27.2% | +1,469.8% | +915.0% |
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