-6.4%
LUV vs HTZ
-92.6%
+86.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +5.3% | -16.4% | +21.7% | +7.1% |
| 30D | +11.1% | -15.1% | +26.2% | +12.7% |
| 3M | -1.1% | -28.2% | +27.1% | +1.4% |
| 6M | +13.1% | -73.1% | +86.2% | +26.5% |
| YTD | +13.5% | -68.3% | +81.8% | +23.5% |
| 1Y | +45.2% | -75.2% | +120.5% | +62.2% |
| 3Y | +111.4% | -81.1% | +192.5% | +129.8% |
| 5Y | -0.9% | -95.0% | +94.1% | +30.3% |
| All | -6.4% | -92.6% | +86.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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