+476.4%
BHP vs ULTA
+132.3%
+344.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.7% |
| 7D | -3.6% | -3.1% | -0.5% | -2.9% |
| 30D | -1.2% | +2.8% | -4.0% | -2.0% |
| 3M | +1.2% | +14.8% | -13.6% | -2.6% |
| 6M | +21.4% | -16.2% | +37.6% | +25.7% |
| YTD | +50.4% | -9.6% | +60.0% | +52.6% |
| 1Y | +67.5% | +4.8% | +62.7% | +63.1% |
| 3Y | +72.8% | +30.7% | +42.1% | +54.2% |
| 5Y | +112.6% | +45.9% | +66.7% | +79.3% |
| All | +476.4% | +132.3% | +344.1% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling