+140.6%
LUV vs HDB
+3,839.1%
-3,698.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.9% | -5.4% | -0.7% |
| 7D | -1.0% | +0.7% | -1.6% | -1.2% |
| 30D | -12.4% | +1.0% | -13.3% | -12.7% |
| 3M | -11.0% | -2.0% | -9.0% | -10.8% |
| 6M | -5.0% | -18.1% | +13.1% | +0.7% |
| YTD | -3.8% | -36.1% | +32.3% | +9.9% |
| 1Y | +25.9% | -34.0% | +60.0% | +42.2% |
| 3Y | +42.2% | -26.7% | +68.9% | +53.6% |
| 5Y | -10.8% | -33.9% | +23.1% | -1.8% |
| 10Y | +19.0% | +41.4% | -22.4% | +1.9% |
| All | +140.6% | +3,839.1% | -3,698.6% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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