+289.4%
HPE vs ULTA
+31.2%
+258.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.1% | +10.4% | +11.9% |
| 7D | +19.4% | -3.1% | +22.5% | +20.3% |
| 30D | +5.6% | +2.8% | +2.8% | +4.7% |
| 3M | +33.1% | +14.8% | +18.3% | +27.3% |
| 6M | +192.5% | -16.2% | +208.7% | +206.2% |
| YTD | +160.9% | -9.6% | +170.5% | +165.6% |
| 1Y | +155.0% | +4.8% | +150.2% | +145.7% |
| 3Y | +289.4% | +30.7% | +258.7% | +217.7% |
| All | +289.4% | +31.2% | +258.2% | +217.7% |
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