+41.5%
HDB vs ULTA
+132.3%
-90.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.8% | +6.5% |
| 7D | +0.7% | -3.1% | +3.8% | +1.3% |
| 30D | +1.0% | +2.8% | -1.8% | +0.3% |
| 3M | -2.0% | +14.8% | -16.7% | -4.9% |
| 6M | -18.1% | -16.2% | -1.9% | -15.8% |
| YTD | -36.1% | -9.6% | -26.5% | -35.5% |
| 1Y | -34.0% | +4.8% | -38.8% | -35.6% |
| 3Y | -26.7% | +30.7% | -57.4% | -33.4% |
| 5Y | -33.9% | +45.9% | -79.8% | -42.6% |
| All | +41.5% | +132.3% | -90.8% | +5.8% |
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