+141.4%
HL vs ULTA
+1,541.3%
-1,399.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.7% |
| 7D | -5.6% | -3.9% | -1.8% | -4.7% |
| 30D | +12.7% | -1.1% | +13.8% | +12.8% |
| 3M | +42.5% | +13.8% | +28.7% | +37.7% |
| 6M | -9.0% | -17.2% | +8.2% | -5.5% |
| YTD | +4.4% | -11.5% | +15.9% | +6.7% |
| 1Y | +82.7% | +3.9% | +78.8% | +79.4% |
| 3Y | +406.3% | +29.5% | +376.8% | +357.1% |
| 5Y | +238.2% | +42.9% | +195.3% | +192.7% |
| 10Y | +268.9% | +124.4% | +144.5% | +164.0% |
| All | +141.4% | +1,541.3% | -1,399.9% | -29.4% |
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