+108.8%
LUV vs HAS
+214.9%
-106.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | -1.9% |
| 7D | +1.8% | +1.6% | +0.2% | +1.2% |
| 30D | +11.3% | +26.6% | -15.4% | +1.4% |
| 3M | +1.0% | +29.0% | -28.0% | -8.7% |
| 6M | +15.6% | +30.6% | -15.0% | +3.0% |
| YTD | +10.9% | +51.5% | -40.6% | -7.8% |
| 1Y | +38.1% | +58.5% | -20.4% | +12.5% |
| All | +108.8% | +214.9% | -106.1% | +22.1% |
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