+1,559.5%
HWM vs LULU
+72.6%
+1,486.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.3% |
| 7D | -11.4% | -1.6% | -9.8% | -11.2% |
| 30D | -18.5% | -18.1% | -0.4% | -15.3% |
| 3M | -13.2% | -18.8% | +5.6% | -10.0% |
| 6M | -8.7% | -39.2% | +30.5% | +0.8% |
| YTD | +12.2% | -52.4% | +64.5% | +30.6% |
| 1Y | +24.9% | -40.3% | +65.2% | +37.0% |
| 3Y | +383.9% | -75.1% | +459.0% | +527.6% |
| 5Y | +646.1% | -76.7% | +722.9% | +848.7% |
| All | +1,559.5% | +72.6% | +1,486.8% | +1,351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling