+223.3%
HOOD vs ULTA
+62.7%
+160.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.7% |
| 7D | -7.8% | -3.1% | -4.7% | -6.3% |
| 30D | +18.6% | +2.8% | +15.8% | +16.6% |
| 3M | +22.1% | +14.8% | +7.3% | +12.1% |
| 6M | +43.1% | -16.2% | +59.3% | +54.6% |
| YTD | -0.5% | -9.6% | +9.2% | +2.9% |
| 1Y | -4.4% | +4.8% | -9.2% | -10.0% |
| 3Y | +938.5% | +30.7% | +907.8% | +696.7% |
| 5Y | +173.4% | +45.9% | +127.5% | +92.6% |
| All | +223.3% | +62.7% | +160.6% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling