+71.8%
GH vs ULTA
+27.7%
+44.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.7% | -4.2% |
| 7D | -7.7% | +6.7% | -14.4% | -8.5% |
| 30D | -10.0% | +21.7% | -31.7% | -12.4% |
| 3M | +5.5% | +21.5% | -16.0% | +2.8% |
| 6M | +84.9% | +27.5% | +57.4% | +78.3% |
| YTD | +65.0% | +9.2% | +55.8% | +66.7% |
| 1Y | +71.8% | +27.9% | +43.9% | +86.1% |
| All | +71.8% | +27.7% | +44.1% | +86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling