+225.5%
HOOD vs ULTA
+59.4%
+166.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.1% |
| 7D | -9.1% | -3.9% | -5.3% | -7.3% |
| 30D | +20.1% | -1.1% | +21.1% | +20.4% |
| 3M | +31.2% | +13.8% | +17.4% | +21.1% |
| 6M | +44.3% | -17.2% | +61.6% | +56.9% |
| YTD | +0.2% | -11.5% | +11.7% | +4.7% |
| 1Y | -3.5% | +3.9% | -7.4% | -8.8% |
| 3Y | +955.2% | +29.5% | +925.7% | +712.1% |
| 5Y | +175.3% | +42.9% | +132.4% | +96.0% |
| All | +225.5% | +59.4% | +166.1% | +215.8% |
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