+50.0%
LULU vs HST
+110.3%
-60.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -1.6% | +0.9% | -2.5% | -2.0% |
| 30D | -18.1% | -2.5% | -15.7% | -17.3% |
| 3M | -18.8% | -5.1% | -13.6% | -17.4% |
| 6M | -39.2% | +21.6% | -60.8% | -43.9% |
| YTD | -52.4% | +31.6% | -84.0% | -57.4% |
| 1Y | -40.3% | +36.1% | -76.4% | -47.3% |
| 3Y | -75.1% | +66.5% | -141.6% | -79.7% |
| 5Y | -76.7% | +76.6% | -153.3% | -81.4% |
| All | +50.0% | +110.3% | -60.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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