+97.2%
HST vs ULTA
+1,583.0%
-1,485.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.2% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | -5.2% | -2.8% | -2.4% | -4.4% |
| 3M | -6.2% | +18.7% | -24.9% | -13.5% |
| 6M | +20.4% | -15.0% | +35.5% | +26.5% |
| YTD | +30.6% | -9.2% | +39.8% | +33.1% |
| 1Y | +37.4% | +5.7% | +31.7% | +30.3% |
| 3Y | +66.1% | +32.8% | +33.4% | +36.4% |
| 5Y | +73.7% | +46.0% | +27.8% | +33.1% |
| 10Y | +99.8% | +125.5% | -25.7% | +13.3% |
| All | +97.2% | +1,583.0% | -1,485.8% | -80.3% |
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