+39.6%
LUV vs HAS
+45.6%
-6.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.5% |
| 7D | +3.1% | -3.1% | +6.2% | +4.4% |
| 30D | -17.4% | -2.7% | -14.7% | -16.6% |
| 3M | -4.9% | +8.9% | -13.8% | -8.2% |
| 6M | -5.7% | -2.9% | -2.8% | -5.6% |
| YTD | -5.2% | +12.6% | -17.8% | -10.9% |
| 1Y | +24.1% | +17.5% | +6.7% | +14.4% |
| 3Y | +39.6% | +46.2% | -6.6% | 0.0% |
| All | +39.6% | +45.6% | -6.0% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling