+2.6%
HAL vs ULTA
+132.3%
-129.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -1.4% |
| 7D | -3.3% | -3.1% | -0.2% | -2.2% |
| 30D | +8.2% | +2.8% | +5.4% | +6.7% |
| 3M | -9.4% | +14.8% | -24.2% | -15.0% |
| 6M | +0.6% | -16.2% | +16.9% | +5.7% |
| YTD | +28.6% | -9.6% | +38.2% | +30.7% |
| 1Y | +63.9% | +4.8% | +59.1% | +55.8% |
| 3Y | -7.1% | +30.7% | -37.8% | -24.3% |
| 5Y | +102.3% | +45.9% | +56.4% | +48.5% |
| All | +2.6% | +132.3% | -129.7% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling