-10.6%
HSY vs ULTA
+31.2%
-41.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | +0.1% | -3.1% | +3.2% | +0.3% |
| 30D | -5.2% | +2.8% | -8.0% | -5.4% |
| 3M | -3.4% | +14.8% | -18.2% | -4.5% |
| 6M | -19.2% | -16.2% | -3.0% | -18.4% |
| YTD | -2.6% | -9.6% | +7.0% | -2.3% |
| 1Y | -3.8% | +4.8% | -8.5% | -4.8% |
| 3Y | -10.6% | +30.7% | -41.3% | -12.2% |
| All | -10.6% | +31.2% | -41.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling