-12.3%
LUV vs HBM
+327.6%
-339.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | -1.0% | -3.3% | +2.3% | -0.4% |
| 30D | -12.4% | -4.8% | -7.5% | -11.8% |
| 3M | -11.0% | -0.4% | -10.6% | -11.9% |
| 6M | -5.0% | +17.9% | -22.9% | -10.0% |
| YTD | -3.8% | +33.7% | -37.5% | -12.0% |
| 1Y | +25.9% | +95.6% | -69.7% | +5.7% |
| 3Y | +42.2% | +458.1% | -415.9% | -6.0% |
| All | -12.3% | +327.6% | -339.9% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling