+1,337.9%
DHI vs ULTA
+1,575.4%
-237.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.5% |
| 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% | -1.4% |
| 1Y | -22.9% | +4.8% | -27.7% | -25.5% |
| 3Y | +20.7% | +30.7% | -10.0% | +4.3% |
| 5Y | +62.1% | +45.9% | +16.3% | +33.1% |
| 10Y | +410.4% | +129.0% | +281.4% | +225.3% |
| All | +1,337.9% | +1,575.4% | -237.5% | +263.7% |
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