+577.9%
HWM vs LULU
-76.8%
+654.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | +7.3% | -4.6% | +11.9% | +8.1% |
| 30D | +1.6% | +12.3% | -10.7% | -0.6% |
| 3M | -21.9% | -11.6% | -10.2% | -20.8% |
| 6M | -19.0% | -12.8% | -6.2% | -18.0% |
| YTD | +7.9% | -49.2% | +57.1% | +20.5% |
| 1Y | +9.9% | -37.7% | +47.7% | +17.6% |
| 3Y | +342.1% | -74.7% | +416.8% | +450.1% |
| All | +577.9% | -76.8% | +654.7% | +616.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling