+129.9%
HPQ vs ULTA
+1,560.4%
-1,430.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.3% | +5.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +9.7% | -1.2% | +11.0% | +9.9% |
| 3M | +32.7% | +13.4% | +19.3% | +28.5% |
| 6M | +77.7% | -15.6% | +93.3% | +83.4% |
| YTD | +51.0% | -10.4% | +61.4% | +53.3% |
| 1Y | +18.4% | +5.5% | +12.9% | +15.3% |
| 3Y | +25.6% | +31.0% | -5.4% | +13.5% |
| 5Y | +38.6% | +41.8% | -3.2% | +21.7% |
| 10Y | +226.1% | +127.0% | +99.2% | +144.7% |
| All | +129.9% | +1,560.4% | -1,430.5% | -6.4% |
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 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