+16.0%
LUV vs HAS
+103.2%
-87.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | +0.1% | +2.0% | -1.9% | -0.6% |
| 30D | +14.0% | +30.9% | -16.9% | +2.1% |
| 3M | +2.6% | +28.8% | -26.2% | -7.7% |
| 6M | +17.3% | +32.3% | -15.1% | +3.5% |
| YTD | +14.0% | +54.7% | -40.7% | -6.2% |
| 1Y | +47.9% | +63.2% | -15.3% | +18.9% |
| 3Y | +114.0% | +220.7% | -106.7% | +26.9% |
| 5Y | +3.2% | +53.3% | -50.2% | -18.5% |
| All | +16.0% | +103.2% | -87.2% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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