-20.3%
HCA vs LULU
-40.9%
+20.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +5.4% | -1.6% | +7.0% | +5.5% |
| 30D | +3.0% | -18.1% | +21.1% | +4.8% |
| 3M | +13.0% | -18.8% | +31.8% | +14.4% |
| 6M | -20.3% | -39.2% | +18.9% | -18.0% |
| All | -20.3% | -40.9% | +20.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 6mo: compounded portfolio wealth divided by compounded LULU 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…
6mo analysis · Full analysis span regression · 6 months rolling