+122.7%
HOOD vs ULTA
+65.2%
+57.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -5.1% |
| 7D | -3.8% | +2.5% | -6.2% | -5.1% |
| 30D | -23.0% | +11.5% | -34.5% | -27.4% |
| 3M | -21.6% | +28.1% | -49.8% | -31.8% |
| 6M | +1.4% | +34.2% | -32.8% | -15.2% |
| YTD | -31.2% | +9.2% | -40.4% | -35.8% |
| 1Y | -35.9% | +23.7% | -59.7% | -45.2% |
| 3Y | +836.9% | +69.2% | +767.8% | +493.5% |
| All | +122.7% | +65.2% | +57.5% | +30.6% |
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