+108.1%
HST vs ULTA
+127.6%
-19.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | +0.7% | -3.9% | +4.5% | +2.2% |
| 30D | -0.7% | -1.1% | +0.4% | -0.6% |
| 3M | -4.0% | +13.8% | -17.8% | -9.5% |
| 6M | +20.7% | -17.2% | +37.9% | +27.9% |
| YTD | +31.0% | -11.5% | +42.5% | +34.9% |
| 1Y | +36.2% | +3.9% | +32.3% | +30.4% |
| 3Y | +66.6% | +29.5% | +37.2% | +38.8% |
| 5Y | +75.8% | +42.9% | +32.9% | +36.0% |
| All | +108.1% | +127.6% | -19.5% | +24.9% |
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