+58.0%
HAS vs ULTA
+127.6%
-69.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.5% | +1.7% |
| 7D | -3.1% | -3.9% | +0.8% | -1.9% |
| 30D | -6.4% | -1.1% | -5.3% | -6.3% |
| 3M | +10.4% | +13.8% | -3.4% | +5.8% |
| 6M | -3.7% | -17.2% | +13.6% | +0.8% |
| YTD | +12.5% | -11.5% | +23.9% | +15.1% |
| 1Y | +19.8% | +3.9% | +15.9% | +16.1% |
| 3Y | +46.0% | +29.5% | +16.5% | +27.8% |
| 5Y | +12.5% | +42.9% | -30.4% | -7.0% |
| All | +58.0% | +127.6% | -69.5% | +6.5% |
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 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