-33.1%
LULU vs HRB
+16.1%
-49.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.4% | +4.0% |
| 7D | +6.5% | +16.0% | -9.5% | +3.7% |
| 30D | +20.3% | +32.1% | -11.8% | +14.9% |
| 3M | -8.9% | +21.5% | -30.4% | -11.7% |
| 6M | -13.1% | +82.1% | -95.2% | -20.9% |
| YTD | -46.1% | +31.6% | -77.7% | -48.6% |
| All | -33.1% | +16.1% | -49.2% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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