-38.1%
HDB vs ULTA
+39.1%
-77.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.9% |
| 7D | -6.2% | -3.9% | -2.3% | -5.6% |
| 30D | -6.2% | -1.1% | -5.2% | -6.2% |
| 3M | -5.9% | +13.8% | -19.6% | -8.0% |
| 6M | -25.9% | -17.2% | -8.7% | -24.1% |
| YTD | -40.2% | -11.5% | -28.8% | -39.5% |
| 1Y | -38.0% | +3.9% | -41.9% | -39.2% |
| 3Y | -30.5% | +29.5% | -60.0% | -36.5% |
| 5Y | -38.1% | +42.9% | -81.0% | -48.3% |
| All | -38.1% | +39.1% | -77.3% | -48.3% |
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 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