+1,573.3%
HWM vs LULU
+80.0%
+1,493.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.6% | -13.3% | -11.3% |
| 7D | -9.2% | -12.6% | +3.4% | -6.9% |
| 30D | -17.9% | -19.7% | +1.9% | -14.2% |
| 3M | -6.0% | -12.2% | +6.2% | -4.3% |
| 6M | -7.4% | -39.3% | +32.0% | +2.4% |
| YTD | +13.1% | -50.3% | +63.4% | +30.5% |
| 1Y | +29.3% | -38.6% | +67.9% | +41.0% |
| 3Y | +389.9% | -74.0% | +463.9% | +529.1% |
| 5Y | +655.5% | -72.9% | +728.4% | +820.1% |
| All | +1,573.3% | +80.0% | +1,493.4% | +1,350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling