+606.9%
LULU vs HRB
+341.4%
+265.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | -8.0% | +6.4% | +0.9% |
| 30D | -18.1% | -16.0% | -2.2% | -13.3% |
| 3M | -18.8% | +26.9% | -45.6% | -25.5% |
| 6M | -39.2% | +51.1% | -90.3% | -48.2% |
| YTD | -52.4% | +7.1% | -59.4% | -54.7% |
| 1Y | -40.3% | -9.6% | -30.7% | -40.1% |
| 3Y | -75.1% | +25.4% | -100.5% | -78.3% |
| 5Y | -76.7% | +114.9% | -191.7% | -83.7% |
| 10Y | +52.7% | +206.4% | -153.7% | -19.3% |
| All | +606.9% | +341.4% | +265.5% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling