-0.4%
LUV vs HST
+82.3%
-82.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +1.1% | +3.6% | -2.5% | -1.1% |
| 30D | +14.2% | +11.2% | +3.0% | +6.8% |
| 3M | +0.6% | +13.1% | -12.5% | -7.0% |
| 6M | +15.1% | +23.9% | -8.8% | +0.2% |
| YTD | +10.2% | +52.3% | -42.1% | -15.2% |
| 1Y | +38.4% | +56.7% | -18.2% | +4.6% |
| 3Y | +107.5% | +87.5% | +20.0% | +37.8% |
| All | -0.4% | +82.3% | -82.7% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling