+4.5%
HD vs ULTA
+44.7%
-40.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | -3.8% | -3.1% | -0.8% | -3.0% |
| 30D | -9.4% | +2.8% | -12.2% | -10.3% |
| 3M | -4.6% | +14.8% | -19.4% | -8.5% |
| 6M | -10.1% | -16.2% | +6.1% | -6.4% |
| YTD | -8.3% | -9.6% | +1.3% | -6.8% |
| 1Y | -25.0% | +4.8% | -29.8% | -27.3% |
| 3Y | +1.5% | +30.7% | -29.1% | -11.7% |
| All | +4.5% | +44.7% | -40.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling