+380.3%
HWM vs LULU
-75.6%
+455.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.7% |
| 7D | -12.5% | -20.4% | +7.9% | -10.6% |
| 30D | -19.0% | -22.9% | +3.9% | -17.0% |
| 3M | -8.6% | -18.5% | +9.9% | -7.0% |
| 6M | -10.2% | -41.8% | +31.6% | -5.2% |
| YTD | +11.3% | -53.4% | +64.7% | +20.2% |
| 1Y | +24.3% | -40.9% | +65.1% | +30.2% |
| All | +380.3% | -75.6% | +455.9% | +434.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling