+342.1%
HWM vs LULU
-74.3%
+416.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.1% |
| 7D | +7.3% | -4.6% | +11.9% | +7.7% |
| 30D | +1.6% | +12.3% | -10.7% | +0.4% |
| 3M | -21.9% | -11.6% | -10.2% | -21.1% |
| 6M | -19.0% | -12.8% | -6.2% | -18.3% |
| YTD | +7.9% | -49.2% | +57.1% | +15.4% |
| 1Y | +9.9% | -37.7% | +47.7% | +14.6% |
| 3Y | +342.1% | -74.7% | +416.8% | +385.9% |
| All | +342.1% | -74.3% | +416.4% | +385.9% |
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 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