+111.8%
BHP vs ULTA
+44.7%
+67.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.6% |
| 7D | -3.6% | -3.1% | -0.5% | -3.1% |
| 30D | -1.2% | +2.8% | -4.0% | -1.8% |
| 3M | +1.2% | +14.8% | -13.6% | -1.7% |
| 6M | +21.4% | -16.2% | +37.6% | +25.0% |
| YTD | +50.4% | -9.6% | +60.0% | +52.4% |
| 1Y | +67.5% | +4.8% | +62.7% | +64.3% |
| 3Y | +72.8% | +30.7% | +42.1% | +56.9% |
| All | +111.8% | +44.7% | +67.1% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling