+53.4%
BHP vs ULTA
+27.7%
+25.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +2.2% |
| 7D | -2.5% | +6.7% | -9.2% | -3.1% |
| 30D | -7.7% | +21.7% | -29.4% | -9.7% |
| 3M | -6.4% | +21.5% | -27.9% | -8.4% |
| 6M | +5.2% | +27.5% | -22.4% | +2.7% |
| YTD | +38.3% | +9.2% | +29.1% | +39.0% |
| 1Y | +53.4% | +27.9% | +25.5% | +51.4% |
| All | +53.4% | +27.7% | +25.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling