+559.6%
HSY vs ULTA
+1,560.4%
-1,000.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | -5.0% | -1.2% | -3.8% | -5.0% |
| 3M | -1.3% | +13.4% | -14.7% | -3.0% |
| 6M | -21.5% | -15.6% | -5.9% | -20.2% |
| YTD | -3.3% | -10.4% | +7.2% | -2.5% |
| 1Y | -5.5% | +5.5% | -10.9% | -6.8% |
| 3Y | -9.9% | +31.0% | -40.9% | -14.8% |
| 5Y | +11.3% | +41.8% | -30.5% | +2.9% |
| 10Y | +128.1% | +127.0% | +1.1% | +89.2% |
| All | +559.6% | +1,560.4% | -1,000.8% | +269.9% |
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