+1,111.5%
DHR vs ULTA
+1,541.3%
-429.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -5.0% | -3.9% | -1.1% | -4.3% |
| 30D | -3.3% | -1.1% | -2.3% | -3.3% |
| 3M | +9.4% | +13.8% | -4.4% | +6.6% |
| 6M | +3.2% | -17.2% | +20.4% | +6.1% |
| YTD | -12.0% | -11.5% | -0.6% | -10.7% |
| 1Y | +4.9% | +3.9% | +1.0% | +3.1% |
| 3Y | -7.4% | +29.5% | -36.8% | -14.1% |
| 5Y | -29.8% | +42.9% | -72.7% | -36.8% |
| 10Y | +209.1% | +124.4% | +84.7% | +139.0% |
| All | +1,111.5% | +1,541.3% | -429.8% | +406.9% |
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 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