-41.3%
LULU vs HST
+22.3%
-63.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -16.9% | -0.3% | -16.6% | -16.9% |
| 30D | -22.0% | -2.8% | -19.2% | -21.3% |
| 3M | -17.8% | -6.5% | -11.4% | -17.1% |
| 6M | -41.3% | +20.7% | -62.0% | -51.0% |
| All | -41.3% | +22.3% | -63.6% | -51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling