+358.5%
HDB vs ULTA
+1,583.0%
-1,224.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | -4.9% | -2.8% | -2.0% | -4.4% |
| 3M | -2.3% | +18.7% | -21.0% | -6.8% |
| 6M | -23.7% | -15.0% | -8.7% | -21.4% |
| YTD | -38.5% | -9.2% | -29.3% | -37.8% |
| 1Y | -36.5% | +5.7% | -42.1% | -38.5% |
| 3Y | -28.5% | +32.8% | -61.2% | -36.7% |
| 5Y | -37.4% | +46.0% | -83.3% | -47.2% |
| 10Y | +34.0% | +125.5% | -91.5% | -8.9% |
| All | +358.5% | +1,583.0% | -1,224.4% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling