-14.4%
LUV vs HST
+75.9%
-90.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -13.4% | -2.8% | -10.7% | -12.0% |
| 3M | -9.6% | -6.5% | -3.1% | -5.8% |
| 6M | -8.9% | +20.7% | -29.6% | -19.1% |
| YTD | -5.2% | +30.5% | -35.6% | -19.6% |
| 1Y | +27.0% | +36.8% | -9.7% | +4.4% |
| 3Y | +39.6% | +65.9% | -26.2% | 0.0% |
| 5Y | -14.4% | +73.9% | -88.3% | -43.7% |
| All | -14.4% | +75.9% | -90.3% | -43.7% |
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