+203.4%
HD vs ULTA
+127.6%
+75.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.2% |
| 7D | -3.9% | -3.9% | 0.0% | -2.8% |
| 30D | -13.1% | -1.1% | -12.1% | -13.0% |
| 3M | -3.4% | +13.8% | -17.2% | -7.1% |
| 6M | -12.6% | -17.2% | +4.7% | -8.6% |
| YTD | -9.2% | -11.5% | +2.2% | -7.1% |
| 1Y | -23.9% | +3.9% | -27.8% | -25.9% |
| 3Y | +0.4% | +29.5% | -29.0% | -11.0% |
| 5Y | +4.5% | +42.9% | -38.4% | -11.5% |
| All | +203.4% | +127.6% | +75.8% | +106.6% |
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 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