+1,754.0%
HCA vs ULTA
+1,258.5%
+495.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +5.4% | -3.1% | +8.5% | +6.3% |
| 30D | +3.0% | +2.8% | +0.2% | +2.0% |
| 3M | +13.0% | +14.8% | -1.7% | +8.4% |
| 6M | -20.3% | -16.2% | -4.0% | -17.2% |
| YTD | -8.2% | -9.6% | +1.4% | -7.0% |
| 1Y | +6.7% | +4.8% | +1.9% | +3.2% |
| 3Y | +60.4% | +30.7% | +29.7% | +40.1% |
| 5Y | +73.4% | +45.9% | +27.6% | +43.2% |
| 10Y | +506.9% | +129.0% | +377.9% | +305.8% |
| All | +1,754.0% | +1,258.5% | +495.5% | +752.2% |
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