+228.7%
HL vs ULTA
+44.7%
+184.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -4.4% | -3.1% | -1.3% | -3.7% |
| 30D | +9.3% | +2.8% | +6.5% | +8.5% |
| 3M | +32.0% | +14.8% | +17.2% | +27.6% |
| 6M | -6.4% | -16.2% | +9.8% | -3.2% |
| YTD | +3.1% | -9.6% | +12.8% | +5.2% |
| 1Y | +77.6% | +4.8% | +72.8% | +75.5% |
| 3Y | +392.8% | +30.7% | +362.1% | +342.5% |
| All | +228.7% | +44.7% | +184.0% | +191.2% |
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