+963.5%
HOOD vs ULTA
+30.1%
+933.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.2% |
| 7D | +7.7% | -1.8% | +9.5% | +8.6% |
| 30D | +22.0% | -1.2% | +23.2% | +22.4% |
| 3M | +37.6% | +13.4% | +24.2% | +29.4% |
| 6M | +45.3% | -15.6% | +60.9% | +55.2% |
| YTD | +1.9% | -10.4% | +12.4% | +5.8% |
| 1Y | -2.7% | +5.5% | -8.2% | -7.2% |
| All | +963.5% | +30.1% | +933.4% | +645.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling