-10.1%
LUV vs HTZ
-92.5%
+82.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.9% |
| 7D | +4.8% | -14.6% | +19.3% | +6.3% |
| 30D | +6.5% | -20.8% | +27.3% | +8.9% |
| 3M | -4.9% | -18.8% | +14.0% | -3.8% |
| 6M | +8.1% | -74.7% | +82.8% | +21.9% |
| YTD | +9.0% | -68.1% | +77.1% | +18.5% |
| 1Y | +43.6% | -73.5% | +117.1% | +59.1% |
| 3Y | +101.4% | -81.8% | +183.2% | +120.9% |
| 5Y | -7.3% | -95.2% | +87.9% | +22.4% |
| All | -10.1% | -92.5% | +82.4% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling