+111.4%
LUV vs HTZ
-81.5%
+192.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.2% |
| 7D | +5.3% | -16.4% | +21.7% | +6.6% |
| 30D | +11.1% | -15.1% | +26.2% | +12.3% |
| 3M | -1.1% | -28.2% | +27.1% | +0.6% |
| 6M | +13.1% | -73.1% | +86.2% | +22.1% |
| YTD | +13.5% | -68.3% | +81.8% | +20.4% |
| 1Y | +45.2% | -75.2% | +120.5% | +56.3% |
| 3Y | +111.4% | -81.1% | +192.5% | +146.3% |
| All | +111.4% | -81.5% | +192.9% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling