-19.9%
LUV vs HTZ
-89.5%
+69.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | +0.4% | +7.5% | -7.1% | -0.4% |
| 30D | -18.4% | +47.4% | -65.9% | -22.6% |
| 3M | -3.2% | -54.9% | +51.7% | +2.8% |
| 6M | -14.8% | -47.0% | +32.2% | -11.8% |
| YTD | -2.9% | -55.3% | +52.4% | +2.4% |
| 1Y | +29.6% | -57.6% | +87.2% | +35.4% |
| 3Y | +35.2% | -86.6% | +121.8% | +64.3% |
| 5Y | -11.7% | -86.1% | +74.4% | +6.2% |
| All | -19.9% | -89.5% | +69.7% | -0.4% |
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