+637.1%
LULU vs HST
+108.7%
+528.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -12.6% | +2.0% | -14.5% | -13.4% |
| 30D | -19.7% | -5.2% | -14.5% | -17.8% |
| 3M | -12.2% | -6.2% | -6.0% | -10.0% |
| 6M | -39.3% | +20.4% | -59.8% | -44.7% |
| YTD | -50.3% | +30.6% | -81.0% | -56.3% |
| 1Y | -38.6% | +37.4% | -76.0% | -47.4% |
| 3Y | -74.0% | +66.1% | -140.1% | -79.7% |
| 5Y | -72.9% | +73.7% | -146.6% | -79.7% |
| 10Y | +56.2% | +99.8% | -43.6% | -4.8% |
| All | +637.1% | +108.7% | +528.4% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling