+177.3%
HOOD vs ULTA
+44.7%
+132.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.8% |
| 7D | -7.8% | -3.1% | -4.7% | -6.3% |
| 30D | +18.6% | +2.8% | +15.8% | +16.5% |
| 3M | +22.1% | +14.8% | +7.3% | +11.8% |
| 6M | +43.1% | -16.2% | +59.3% | +54.9% |
| YTD | -0.5% | -9.6% | +9.2% | +3.0% |
| 1Y | -4.4% | +4.8% | -9.2% | -10.2% |
| 3Y | +938.5% | +30.7% | +907.8% | +687.6% |
| All | +177.3% | +44.7% | +132.6% | +77.4% |
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 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