+4.4%
HWM vs LULU
-31.7%
+36.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.8% | -9.1% | -4.5% |
| 7D | +9.4% | +6.5% | +2.9% | +9.1% |
| 30D | -7.0% | +20.3% | -27.3% | -7.7% |
| 3M | -25.9% | -8.9% | -16.9% | -25.2% |
| 6M | -10.8% | -13.1% | +2.3% | -9.3% |
| YTD | +4.3% | -46.1% | +50.4% | +10.3% |
| 1Y | +4.4% | -30.3% | +34.6% | +1.2% |
| All | +4.4% | -31.7% | +36.1% | +1.2% |
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