+12.7%
HAS vs ULTA
+46.0%
-33.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -1.7% |
| 7D | -3.1% | +0.7% | -3.8% | -3.3% |
| 30D | -2.7% | -2.8% | +0.1% | -2.1% |
| 3M | +8.9% | +18.7% | -9.8% | +3.6% |
| 6M | -2.9% | -15.0% | +12.1% | +0.5% |
| YTD | +12.6% | -9.2% | +21.9% | +14.3% |
| 1Y | +17.5% | +5.7% | +11.8% | +13.5% |
| 3Y | +46.2% | +32.8% | +13.4% | +26.7% |
| All | +12.7% | +46.0% | -33.3% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling