-76.7%
LULU vs HST
+74.5%
-151.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +1.9% |
| 7D | -1.6% | +0.9% | -2.5% | -2.1% |
| 30D | -18.1% | -2.5% | -15.7% | -17.0% |
| 3M | -18.8% | -5.1% | -13.6% | -16.9% |
| 6M | -39.2% | +21.6% | -60.8% | -46.1% |
| YTD | -52.4% | +31.6% | -84.0% | -59.6% |
| 1Y | -40.3% | +36.1% | -76.4% | -50.4% |
| 3Y | -75.1% | +66.5% | -141.6% | -81.7% |
| All | -76.7% | +74.5% | -151.2% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling