+98.1%
HAS vs ULTA
+174.2%
-76.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +2.0% | -0.2% | +2.3% | +2.1% |
| 30D | +30.9% | +16.1% | +14.8% | +25.1% |
| 3M | +28.8% | +21.7% | +7.0% | +21.0% |
| 6M | +32.3% | +28.7% | +3.6% | +21.7% |
| YTD | +54.7% | +8.9% | +45.7% | +48.7% |
| 1Y | +63.2% | +26.1% | +37.2% | +49.2% |
| 3Y | +220.7% | +69.1% | +151.6% | +157.9% |
| 5Y | +53.3% | +66.6% | -13.3% | +21.0% |
| All | +98.1% | +174.2% | -76.1% | +20.7% |
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