+30.6%
HUM vs LULU
-49.9%
+80.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -17.4% | +16.2% | +1.2% |
| 7D | +4.2% | -16.7% | +20.9% | +6.5% |
| 30D | +10.4% | -18.5% | +28.9% | +13.2% |
| 3M | +15.1% | -19.5% | +34.5% | +18.1% |
| 6M | +120.9% | -41.9% | +162.8% | +141.1% |
| YTD | +57.9% | -51.6% | +109.5% | +79.5% |
| 1Y | +30.6% | -51.2% | +81.7% | +47.0% |
| All | +30.6% | -49.9% | +80.5% | +47.0% |
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