+92.6%
HAS vs ULTA
+174.9%
-82.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +1.4% | +2.5% | -1.1% | +0.6% |
| 30D | +26.3% | +11.5% | +14.8% | +22.2% |
| 3M | +25.6% | +28.1% | -2.5% | +16.2% |
| 6M | +30.3% | +34.2% | -4.0% | +18.3% |
| YTD | +50.4% | +9.2% | +41.2% | +44.4% |
| 1Y | +57.7% | +23.7% | +34.0% | +45.0% |
| 3Y | +213.4% | +69.2% | +144.2% | +152.0% |
| 5Y | +49.1% | +66.6% | -17.5% | +17.6% |
| All | +92.6% | +174.9% | -82.3% | +17.2% |
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