-25.0%
HD vs LULU
-39.6%
+14.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -3.8% | -1.6% | -2.2% | -3.6% |
| 30D | -9.4% | -18.1% | +8.7% | -6.5% |
| 3M | -4.6% | -18.8% | +14.2% | -1.6% |
| 6M | -10.1% | -39.2% | +29.1% | -3.3% |
| YTD | -8.3% | -52.4% | +44.0% | +1.7% |
| 1Y | -25.0% | -40.3% | +15.3% | -19.4% |
| All | -25.0% | -39.6% | +14.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling