+289.4%
HPE vs LULU
-75.0%
+364.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.2% | +10.3% | +11.9% |
| 7D | +19.4% | -1.6% | +21.0% | +20.0% |
| 30D | +5.6% | -18.1% | +23.7% | +10.6% |
| 3M | +33.1% | -18.8% | +51.8% | +38.8% |
| 6M | +192.5% | -39.2% | +231.7% | +229.4% |
| YTD | +160.9% | -52.4% | +213.3% | +215.7% |
| 1Y | +155.0% | -40.3% | +195.3% | +186.4% |
| 3Y | +289.4% | -75.1% | +364.5% | +397.1% |
| All | +289.4% | -75.0% | +364.4% | +397.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling