+243.8%
HPQ vs ULTA
+132.3%
+111.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.1% | +6.3% | +7.7% |
| 7D | +9.8% | -3.1% | +12.8% | +10.9% |
| 30D | +22.4% | +2.8% | +19.6% | +21.0% |
| 3M | +45.2% | +14.8% | +30.4% | +38.3% |
| 6M | +96.4% | -16.2% | +112.7% | +105.6% |
| YTD | +65.4% | -9.6% | +75.0% | +68.3% |
| 1Y | +31.6% | +4.8% | +26.8% | +26.8% |
| 3Y | +37.0% | +30.7% | +6.3% | +17.7% |
| 5Y | +53.0% | +45.9% | +7.1% | +23.5% |
| All | +243.8% | +132.3% | +111.5% | +119.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling