+50.0%
HUM vs LULU
-31.7%
+81.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.8% | -4.9% | -0.7% |
| 7D | +1.6% | +6.5% | -4.9% | +0.7% |
| 30D | +3.5% | +20.3% | -16.8% | +1.0% |
| 3M | +15.5% | -8.9% | +24.4% | +16.4% |
| 6M | +76.2% | -13.1% | +89.3% | +78.7% |
| YTD | +64.5% | -46.1% | +110.6% | +88.6% |
| 1Y | +50.0% | -30.3% | +80.3% | +63.2% |
| All | +50.0% | -31.7% | +81.7% | +63.2% |
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