+456.9%
HON vs ULTA
+1,575.4%
-1,118.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -2.8% |
| 30D | -13.8% | +2.8% | -16.6% | -14.4% |
| 3M | -11.7% | +14.8% | -26.4% | -14.7% |
| 6M | -18.7% | -16.2% | -2.5% | -15.9% |
| YTD | +0.2% | -9.6% | +9.9% | +1.7% |
| 1Y | -3.1% | +4.8% | -7.8% | -5.3% |
| 3Y | +17.0% | +30.7% | -13.7% | +5.8% |
| 5Y | +2.0% | +45.9% | -43.8% | -11.8% |
| 10Y | +135.4% | +129.0% | +6.3% | +71.4% |
| All | +456.9% | +1,575.4% | -1,118.5% | +100.5% |
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