+648.6%
HUBS vs LULU
+135.9%
+512.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.2% |
| 7D | -9.0% | -1.6% | -7.4% | -8.3% |
| 30D | +7.2% | -18.1% | +25.4% | +16.2% |
| 3M | +20.9% | -18.8% | +39.6% | +31.7% |
| 6M | -13.0% | -39.2% | +26.2% | +6.8% |
| YTD | -43.8% | -52.4% | +8.5% | -22.9% |
| 1Y | -54.6% | -40.3% | -14.3% | -44.1% |
| 3Y | -58.5% | -75.1% | +16.6% | -29.9% |
| 5Y | -66.4% | -76.7% | +10.3% | -42.2% |
| 10Y | +319.2% | +52.7% | +266.5% | +335.8% |
| All | +648.6% | +135.9% | +512.7% | +626.4% |
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 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