+141.5%
HUM vs LULU
-40.9%
+182.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.1% |
| 7D | +2.1% | -1.6% | +3.7% | +2.2% |
| 30D | +5.4% | -18.1% | +23.5% | +6.8% |
| 3M | +11.4% | -18.8% | +30.2% | +13.2% |
| 6M | +141.5% | -39.2% | +180.7% | +156.9% |
| All | +141.5% | -40.9% | +182.4% | +156.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling