+666.4%
HPE vs LULU
+80.4%
+586.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.4% | -5.4% |
| 7D | +1.4% | -20.4% | +21.9% | +7.7% |
| 30D | +1.5% | -22.9% | +24.4% | +8.4% |
| 3M | +21.7% | -18.5% | +40.3% | +27.2% |
| 6M | +164.2% | -41.8% | +206.0% | +202.1% |
| YTD | +132.1% | -53.4% | +185.4% | +182.9% |
| 1Y | +130.6% | -40.9% | +171.5% | +160.8% |
| 3Y | +244.1% | -75.6% | +319.7% | +382.1% |
| 5Y | +340.8% | -77.2% | +418.1% | +507.6% |
| 10Y | +500.2% | +49.5% | +450.7% | +414.8% |
| All | +666.4% | +80.4% | +586.0% | +521.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling