+7.2%
GEHC vs ULTA
+19.2%
-12.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -7.2% | -3.1% | -4.1% | -6.5% |
| 30D | -11.6% | +2.8% | -14.4% | -12.2% |
| 3M | -0.8% | +14.8% | -15.6% | -3.8% |
| 6M | -11.9% | -16.2% | +4.3% | -9.5% |
| YTD | -21.9% | -9.6% | -12.3% | -21.2% |
| 1Y | -17.8% | +4.8% | -22.6% | -19.6% |
| 3Y | -3.5% | +30.7% | -34.2% | -14.2% |
| All | +7.2% | +19.2% | -12.0% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling