+129.9%
HST vs ULTA
+1,924.4%
-1,794.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +3.6% | +2.5% | +1.1% | +2.5% |
| 30D | +11.2% | +11.5% | -0.3% | +6.2% |
| 3M | +13.1% | +28.1% | -15.0% | +1.5% |
| 6M | +23.9% | +34.2% | -10.3% | +8.2% |
| YTD | +52.3% | +9.2% | +43.1% | +43.4% |
| 1Y | +56.7% | +23.7% | +32.9% | +39.3% |
| 3Y | +87.5% | +69.2% | +18.3% | +38.8% |
| 5Y | +82.8% | +66.6% | +16.2% | +33.1% |
| 10Y | +134.6% | +176.6% | -42.0% | +22.5% |
| All | +129.9% | +1,924.4% | -1,794.5% | -78.7% |
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 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