+5,046.9%
LUV vs HST
+1,569.3%
+3,477.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +1.1% | +3.6% | -2.5% | -0.1% |
| 30D | +14.2% | +11.2% | +3.0% | +10.2% |
| 3M | +0.6% | +13.1% | -12.5% | -3.5% |
| 6M | +15.1% | +23.9% | -8.8% | +7.0% |
| YTD | +10.2% | +52.3% | -42.1% | -4.2% |
| 1Y | +38.4% | +56.7% | -18.2% | +19.2% |
| 3Y | +107.5% | +87.5% | +20.0% | +67.9% |
| 5Y | +1.1% | +82.8% | -81.7% | -18.1% |
| 10Y | +16.0% | +134.6% | -118.5% | -15.5% |
| All | +5,046.9% | +1,569.3% | +3,477.6% | +1,510.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling