+17.5%
LUV vs HST
+110.3%
-92.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.2% |
| 7D | -1.0% | +0.9% | -1.8% | -1.4% |
| 30D | -12.4% | -2.5% | -9.9% | -11.1% |
| 3M | -11.0% | -5.1% | -5.9% | -8.4% |
| 6M | -5.0% | +21.6% | -26.6% | -14.9% |
| YTD | -3.8% | +31.6% | -35.4% | -17.5% |
| 1Y | +25.9% | +36.1% | -10.2% | +5.8% |
| 3Y | +42.2% | +66.5% | -24.2% | +5.7% |
| 5Y | -10.8% | +76.6% | -87.4% | -37.5% |
| All | +17.5% | +110.3% | -92.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling