+103.6%
HAL vs ULTA
+39.1%
+64.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.6% |
| 7D | -3.3% | -3.9% | +0.6% | -2.6% |
| 30D | +7.2% | -1.1% | +8.3% | +7.3% |
| 3M | -8.8% | +13.8% | -22.6% | -11.5% |
| 6M | +3.0% | -17.2% | +20.2% | +6.6% |
| YTD | +29.4% | -11.5% | +40.9% | +31.8% |
| 1Y | +62.8% | +3.9% | +58.9% | +59.5% |
| 3Y | -6.4% | +29.5% | -35.9% | -16.6% |
| 5Y | +103.6% | +42.9% | +60.7% | +72.5% |
| All | +103.6% | +39.1% | +64.5% | +72.5% |
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