+2,899.4%
LULU vs HBM
+593.2%
+2,306.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -1.5% |
| 7D | -20.4% | -3.7% | -16.7% | -19.9% |
| 30D | -22.9% | -3.7% | -19.2% | -22.5% |
| 3M | -18.5% | +8.0% | -26.6% | -20.6% |
| 6M | -41.8% | +15.8% | -57.6% | -44.4% |
| YTD | -53.4% | +34.4% | -87.7% | -57.1% |
| 1Y | -40.9% | +98.2% | -139.1% | -49.6% |
| 3Y | -75.6% | +476.6% | -552.1% | -83.4% |
| 5Y | -77.2% | +331.1% | -408.3% | -84.4% |
| 10Y | +49.5% | +591.6% | -542.1% | -20.4% |
| All | +2,899.4% | +593.2% | +2,306.1% | +922.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling