+25.0%
HL vs ULTA
+27.7%
-2.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +4.1% | +9.1% | +12.0% |
| 7D | +0.2% | +6.7% | -6.5% | -1.5% |
| 30D | -12.1% | +21.7% | -33.8% | -16.9% |
| 3M | -2.8% | +21.5% | -24.3% | -8.2% |
| 6M | -14.9% | +27.5% | -42.5% | -20.7% |
| YTD | -22.0% | +9.2% | -31.3% | -20.5% |
| 1Y | +25.0% | +27.9% | -2.9% | +23.9% |
| All | +25.0% | +27.7% | -2.7% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling