-77.2%
LULU vs HAS
+12.1%
-89.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.4% |
| 7D | -20.4% | -3.1% | -17.4% | -19.4% |
| 30D | -22.9% | -6.4% | -16.5% | -20.8% |
| 3M | -18.5% | +10.4% | -28.9% | -22.2% |
| 6M | -41.8% | -3.7% | -38.1% | -41.9% |
| YTD | -53.4% | +12.5% | -65.8% | -56.6% |
| 1Y | -40.9% | +19.8% | -60.7% | -46.7% |
| 3Y | -75.6% | +46.0% | -121.5% | -80.2% |
| 5Y | -77.2% | +12.5% | -89.7% | -77.4% |
| All | -77.2% | +12.1% | -89.3% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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