+648.6%
HUBS vs ULTA
+375.8%
+272.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | 0.0% |
| 7D | -9.0% | -3.1% | -5.9% | -7.8% |
| 30D | +7.2% | +2.8% | +4.4% | +5.8% |
| 3M | +20.9% | +14.8% | +6.1% | +14.0% |
| 6M | -13.0% | -16.2% | +3.2% | -8.0% |
| YTD | -43.8% | -9.6% | -34.2% | -42.6% |
| 1Y | -54.6% | +4.8% | -59.4% | -56.6% |
| 3Y | -58.5% | +30.7% | -89.1% | -65.4% |
| 5Y | -66.4% | +45.9% | -112.3% | -73.2% |
| 10Y | +319.2% | +129.0% | +190.2% | +142.0% |
| All | +648.6% | +375.8% | +272.8% | +184.0% |
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