-33.3%
LULU vs HBM
+35.9%
-69.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | +0.3% |
| 7D | +1.8% | -11.9% | +13.7% | +2.7% |
| 30D | +19.4% | -23.6% | +43.0% | +21.9% |
| 3M | -9.5% | -20.5% | +11.0% | -8.0% |
| 6M | -14.2% | -7.9% | -6.3% | -14.2% |
| YTD | -46.2% | +3.8% | -50.0% | -47.3% |
| 1Y | -33.3% | +31.7% | -65.0% | -39.0% |
| All | -33.3% | +35.9% | -69.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling