+88.4%
HBAN vs ULTA
+1,575.4%
-1,487.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.1% |
| 7D | -1.0% | -3.1% | +2.1% | +0.3% |
| 30D | -5.6% | +2.8% | -8.4% | -7.0% |
| 3M | -1.1% | +14.8% | -15.9% | -7.4% |
| 6M | +9.9% | -16.2% | +26.1% | +16.3% |
| YTD | -0.9% | -9.6% | +8.7% | +1.5% |
| 1Y | -1.4% | +4.8% | -6.2% | -5.8% |
| 3Y | +78.2% | +30.7% | +47.5% | +48.0% |
| 5Y | +37.0% | +45.9% | -8.9% | +4.8% |
| 10Y | +158.9% | +129.0% | +29.9% | +42.7% |
| All | +88.4% | +1,575.4% | -1,487.0% | -82.2% |
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 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