+622.3%
HWM vs LULU
-76.9%
+699.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.4% |
| 7D | -11.4% | -1.6% | -9.8% | -11.3% |
| 30D | -18.5% | -18.1% | -0.4% | -16.0% |
| 3M | -13.2% | -18.8% | +5.6% | -10.7% |
| 6M | -8.7% | -39.2% | +30.5% | -1.1% |
| YTD | +12.2% | -52.4% | +64.5% | +26.8% |
| 1Y | +24.9% | -40.3% | +65.2% | +34.5% |
| 3Y | +383.9% | -75.1% | +459.0% | +498.8% |
| All | +622.3% | -76.9% | +699.2% | +725.2% |
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 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