+126.5%
HSY vs ULTA
+132.3%
-5.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | +0.1% | -3.1% | +3.2% | +0.5% |
| 30D | -5.2% | +2.8% | -8.0% | -5.6% |
| 3M | -3.4% | +14.8% | -18.2% | -5.5% |
| 6M | -19.2% | -16.2% | -3.0% | -17.6% |
| YTD | -2.6% | -9.6% | +7.0% | -1.9% |
| 1Y | -3.8% | +4.8% | -8.5% | -5.3% |
| 3Y | -10.6% | +30.7% | -41.3% | -16.4% |
| 5Y | +12.3% | +45.9% | -33.6% | +1.3% |
| All | +126.5% | +132.3% | -5.8% | +74.2% |
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