+405.5%
GH vs ULTA
+95.1%
+310.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -2.6% | -1.2% | -1.4% | -2.5% |
| 3M | +25.1% | +13.4% | +11.7% | +18.1% |
| 6M | +78.5% | -15.6% | +94.1% | +88.2% |
| YTD | +59.4% | -10.4% | +69.8% | +64.2% |
| 1Y | +173.9% | +5.5% | +168.4% | +160.5% |
| 3Y | +382.7% | +31.0% | +351.8% | +305.7% |
| 5Y | +24.4% | +41.8% | -17.4% | +1.7% |
| All | +405.5% | +95.1% | +310.4% | +201.6% |
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