+15.8%
LUV vs HAS
+59.3%
-43.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -0.1% | -3.1% | +3.0% | +1.2% |
| 30D | -14.6% | -6.4% | -8.2% | -12.3% |
| 3M | -5.7% | +10.4% | -16.1% | -9.8% |
| 6M | -8.4% | -3.7% | -4.8% | -8.0% |
| YTD | -5.1% | +12.5% | -17.6% | -10.9% |
| 1Y | +26.6% | +19.8% | +6.7% | +15.5% |
| 3Y | +39.7% | +46.0% | -6.3% | +14.2% |
| 5Y | -12.0% | +12.5% | -24.5% | -21.2% |
| All | +15.8% | +59.3% | -43.5% | -9.0% |
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