-3.1%
GEHC vs ULTA
+28.6%
-31.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | -7.9% | -3.9% | -4.0% | -7.1% |
| 30D | -11.7% | -1.1% | -10.6% | -11.6% |
| 3M | +0.8% | +13.8% | -13.0% | -2.0% |
| 6M | -11.6% | -17.2% | +5.7% | -9.0% |
| YTD | -21.6% | -11.5% | -10.1% | -20.5% |
| 1Y | -15.3% | +3.9% | -19.2% | -17.0% |
| All | -3.1% | +28.6% | -31.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling