+50.0%
LULU vs HDB
+42.1%
+7.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | +0.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -18.1% | +1.0% | -19.1% | -18.4% |
| 3M | -18.8% | -2.0% | -16.8% | -18.7% |
| 6M | -39.2% | -18.1% | -21.1% | -36.0% |
| YTD | -52.4% | -36.1% | -16.2% | -46.2% |
| 1Y | -40.3% | -34.0% | -6.3% | -33.3% |
| 3Y | -75.1% | -26.7% | -48.4% | -73.5% |
| 5Y | -76.7% | -33.9% | -42.9% | -75.0% |
| All | +50.0% | +42.1% | +7.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling