-41.6%
CHWY vs ULTA
+56.5%
-98.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.5% |
| 7D | -13.6% | -3.1% | -10.5% | -13.1% |
| 30D | -8.5% | +2.8% | -11.3% | -9.1% |
| 3M | +8.9% | +14.8% | -5.9% | +5.8% |
| 6M | -20.5% | -16.2% | -4.2% | -18.2% |
| YTD | -38.2% | -9.6% | -28.5% | -37.4% |
| 1Y | -43.3% | +4.8% | -48.0% | -44.4% |
| 3Y | -8.5% | +30.7% | -39.2% | -15.7% |
| 5Y | -72.7% | +45.9% | -118.6% | -75.0% |
| All | -41.6% | +56.5% | -98.1% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling