+82.3%
HST vs ULTA
+65.2%
+17.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +3.6% | +2.5% | +1.1% | +2.8% |
| 30D | +11.2% | +11.5% | -0.3% | +7.3% |
| 3M | +13.1% | +28.1% | -15.0% | +4.0% |
| 6M | +23.9% | +34.2% | -10.3% | +11.6% |
| YTD | +52.3% | +9.2% | +43.1% | +45.9% |
| 1Y | +56.7% | +23.7% | +32.9% | +43.0% |
| 3Y | +87.5% | +69.2% | +18.3% | +42.7% |
| All | +82.3% | +65.2% | +17.1% | +32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling