+637.1%
LULU vs HAS
+479.4%
+157.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.9% |
| 7D | -12.6% | -3.1% | -9.4% | -11.1% |
| 30D | -19.7% | -2.7% | -17.0% | -18.6% |
| 3M | -12.2% | +8.9% | -21.1% | -16.7% |
| 6M | -39.3% | -2.9% | -36.4% | -39.8% |
| YTD | -50.3% | +12.6% | -63.0% | -54.7% |
| 1Y | -38.6% | +17.5% | -56.1% | -45.4% |
| 3Y | -74.0% | +46.2% | -120.2% | -80.5% |
| 5Y | -72.9% | +12.6% | -85.5% | -76.9% |
| 10Y | +56.2% | +55.7% | +0.5% | -10.8% |
| All | +637.1% | +479.4% | +157.7% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling