+12.2%
HAL vs ULTA
+1,924.4%
-1,912.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +6.1% | +2.5% | +3.6% | +5.4% |
| 30D | +2.9% | +11.5% | -8.6% | -0.4% |
| 3M | +3.3% | +28.1% | -24.8% | -4.1% |
| 6M | -16.9% | +34.2% | -51.2% | -24.5% |
| YTD | +21.2% | +9.2% | +12.0% | +16.0% |
| 1Y | +27.5% | +23.7% | +3.8% | +17.5% |
| 3Y | -6.4% | +69.2% | -75.6% | -24.0% |
| 5Y | +58.0% | +66.6% | -8.6% | +26.1% |
| 10Y | -14.6% | +176.6% | -191.2% | -43.3% |
| All | +12.2% | +1,924.4% | -1,912.2% | -65.5% |
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 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