+129.2%
HPE vs LULU
-49.9%
+179.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -17.4% | +12.9% | -2.3% |
| 7D | -0.6% | -16.7% | +16.1% | +1.6% |
| 30D | -2.3% | -18.5% | +16.2% | +0.1% |
| 3M | -2.9% | -19.5% | +16.6% | -0.1% |
| 6M | +143.6% | -41.9% | +185.5% | +165.3% |
| YTD | +118.5% | -51.6% | +170.1% | +144.2% |
| 1Y | +129.2% | -51.2% | +180.4% | +146.7% |
| All | +129.2% | -49.9% | +179.1% | +146.7% |
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