+1,253.4%
HUBB vs ULTA
+1,541.3%
-287.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.3% |
| 7D | -1.7% | -3.9% | +2.2% | -0.8% |
| 30D | -12.7% | -1.1% | -11.6% | -12.6% |
| 3M | -2.9% | +13.8% | -16.7% | -6.3% |
| 6M | -4.8% | -17.2% | +12.5% | -1.4% |
| YTD | +2.8% | -11.5% | +14.2% | +4.6% |
| 1Y | +3.5% | +3.9% | -0.4% | +1.0% |
| 3Y | +43.5% | +29.5% | +14.1% | +29.9% |
| 5Y | +154.2% | +42.9% | +111.3% | +120.6% |
| 10Y | +434.0% | +124.4% | +309.7% | +290.8% |
| All | +1,253.4% | +1,541.3% | -287.9% | +411.5% |
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