-66.4%
HUBS vs ULTA
+44.7%
-111.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | -0.2% |
| 7D | -9.0% | -3.1% | -5.9% | -7.6% |
| 30D | +7.2% | +2.8% | +4.4% | +5.5% |
| 3M | +20.9% | +14.8% | +6.1% | +12.7% |
| 6M | -13.0% | -16.2% | +3.2% | -6.9% |
| YTD | -43.8% | -9.6% | -34.2% | -42.6% |
| 1Y | -54.6% | +4.8% | -59.4% | -57.4% |
| 3Y | -58.5% | +30.7% | -89.1% | -68.3% |
| All | -66.4% | +44.7% | -111.0% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling