+248.6%
HD vs ULTA
+174.9%
+73.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +1.5% | +2.5% | -0.9% | +0.8% |
| 30D | +18.0% | +11.5% | +6.5% | +14.5% |
| 3M | +2.8% | +28.1% | -25.3% | -4.2% |
| 6M | +17.0% | +34.2% | -17.3% | +7.3% |
| YTD | +3.5% | +9.2% | -5.7% | -0.1% |
| 1Y | -2.6% | +23.7% | -26.3% | -9.5% |
| 3Y | +30.7% | +69.2% | -38.5% | +7.3% |
| 5Y | +6.2% | +66.6% | -60.4% | -13.8% |
| All | +248.6% | +174.9% | +73.7% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling