+206.4%
HD vs LULU
+53.6%
+152.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -3.8% | -1.6% | -2.2% | -3.4% |
| 30D | -9.4% | -18.1% | +8.7% | -5.1% |
| 3M | -4.6% | -18.8% | +14.2% | 0.0% |
| 6M | -10.1% | -39.2% | +29.1% | +1.4% |
| YTD | -8.3% | -52.4% | +44.0% | +10.1% |
| 1Y | -25.0% | -40.3% | +15.3% | -15.9% |
| 3Y | +1.5% | -75.1% | +76.6% | +38.9% |
| 5Y | +5.6% | -76.7% | +82.3% | +42.2% |
| All | +206.4% | +53.6% | +152.8% | +170.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling