+42.2%
LUV vs HIG
+101.1%
-58.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | -1.0% | -1.5% | +0.5% | -0.3% |
| 30D | -12.4% | -0.4% | -12.0% | -12.2% |
| 3M | -11.0% | +6.7% | -17.7% | -14.0% |
| 6M | -5.0% | +2.0% | -6.9% | -6.5% |
| YTD | -3.8% | +0.3% | -4.1% | -4.5% |
| 1Y | +25.9% | +4.2% | +21.7% | +22.7% |
| 3Y | +42.2% | +102.2% | -60.0% | +10.5% |
| All | +42.2% | +101.1% | -58.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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