+475.9%
HAS vs ULTA
+1,628.6%
-1,152.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -1.8% | +9.0% | -10.8% | -3.7% |
| 30D | +2.3% | +4.6% | -2.3% | +1.1% |
| 3M | +10.4% | +22.0% | -11.6% | +5.2% |
| 6M | -3.2% | -14.7% | +11.5% | -0.5% |
| YTD | +15.4% | -6.8% | +22.2% | +16.2% |
| 1Y | +18.8% | +6.5% | +12.3% | +15.6% |
| 3Y | +43.9% | +35.6% | +8.3% | +29.9% |
| 5Y | +13.9% | +47.6% | -33.7% | -0.6% |
| 10Y | +56.4% | +128.9% | -72.5% | +17.4% |
| All | +475.9% | +1,628.6% | -1,152.7% | +126.6% |
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