+22.3%
HAL vs ULTA
+1,583.0%
-1,560.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +15.9% | -2.8% | +18.7% | +16.5% |
| 3M | -8.7% | +18.7% | -27.4% | -13.7% |
| 6M | +9.0% | -15.0% | +24.1% | +12.5% |
| YTD | +32.0% | -9.2% | +41.2% | +33.5% |
| 1Y | +72.5% | +5.7% | +66.8% | +66.2% |
| 3Y | -4.5% | +32.8% | -37.3% | -16.9% |
| 5Y | +109.7% | +46.0% | +63.7% | +73.3% |
| 10Y | +1.2% | +125.5% | -124.3% | -28.8% |
| All | +22.3% | +1,583.0% | -1,560.7% | -60.3% |
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