+4,437.6%
LUV vs HAS
+3,598.5%
+839.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | +0.4% | -1.8% | +2.2% | +1.0% |
| 30D | -18.4% | +2.3% | -20.7% | -19.0% |
| 3M | -3.2% | +10.4% | -13.6% | -6.5% |
| 6M | -14.8% | -3.2% | -11.6% | -14.5% |
| YTD | -2.9% | +15.4% | -18.3% | -8.2% |
| 1Y | +29.6% | +18.8% | +10.8% | +21.1% |
| 3Y | +35.2% | +43.9% | -8.7% | +16.4% |
| 5Y | -11.7% | +13.9% | -25.6% | -19.6% |
| 10Y | +21.6% | +56.4% | -34.8% | -4.1% |
| All | +4,437.6% | +3,598.5% | +839.1% | +1,313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling