+404.6%
DHI vs ULTA
+132.3%
+272.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.4% |
| 30D | -5.4% | +2.8% | -8.2% | -6.6% |
| 3M | -10.4% | +14.8% | -25.2% | -14.8% |
| 6M | -2.8% | -16.2% | +13.5% | +2.1% |
| YTD | -3.4% | -9.6% | +6.2% | -1.5% |
| 1Y | -22.9% | +4.8% | -27.7% | -25.6% |
| 3Y | +20.7% | +30.7% | -10.0% | +3.4% |
| 5Y | +62.1% | +45.9% | +16.3% | +31.3% |
| All | +404.6% | +132.3% | +272.3% | +221.8% |
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