-75.6%
LULU vs HST
+66.0%
-141.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.1% |
| 7D | -20.4% | +0.7% | -21.1% | -20.8% |
| 30D | -22.9% | -0.7% | -22.2% | -22.6% |
| 3M | -18.5% | -4.0% | -14.5% | -17.3% |
| 6M | -41.8% | +20.7% | -62.5% | -48.9% |
| YTD | -53.4% | +31.0% | -84.4% | -61.0% |
| 1Y | -40.9% | +36.2% | -77.1% | -51.9% |
| All | -75.6% | +66.0% | -141.6% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling