-19.8%
HD vs ULTA
+6.6%
-26.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.7% |
| 7D | -2.1% | +9.0% | -11.1% | -3.8% |
| 30D | -8.4% | +4.6% | -13.0% | -9.3% |
| 3M | +4.3% | +22.0% | -17.6% | 0.0% |
| 6M | -11.1% | -14.7% | +3.6% | -10.5% |
| YTD | -4.7% | -6.8% | +2.1% | -5.6% |
| 1Y | -19.8% | +6.5% | -26.3% | -23.3% |
| All | -19.8% | +6.6% | -26.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling