-21.8%
LUV vs HTZ
-90.1%
+68.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -1.9% |
| 7D | +3.1% | -2.5% | +5.6% | +3.4% |
| 30D | -17.4% | -3.7% | -13.7% | -17.5% |
| 3M | -4.9% | -57.0% | +52.1% | +1.6% |
| 6M | -5.7% | -47.0% | +41.3% | -2.5% |
| YTD | -5.2% | -57.5% | +52.3% | +0.4% |
| 1Y | +24.1% | -63.5% | +87.6% | +32.1% |
| 3Y | +39.6% | -86.3% | +125.9% | +68.0% |
| 5Y | -12.5% | -86.8% | +74.3% | +5.7% |
| All | -21.8% | -90.1% | +68.3% | -2.2% |
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