-9.0%
HUM vs ULTA
+31.2%
-40.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.1% |
| 7D | +2.1% | -3.1% | +5.1% | +2.3% |
| 30D | +5.4% | +2.8% | +2.6% | +5.1% |
| 3M | +11.4% | +14.8% | -3.4% | +10.0% |
| 6M | +141.5% | -16.2% | +157.7% | +146.1% |
| YTD | +61.2% | -9.6% | +70.8% | +63.0% |
| 1Y | +49.2% | +4.8% | +44.4% | +48.3% |
| 3Y | -9.0% | +30.7% | -39.7% | -14.5% |
| All | -9.0% | +31.2% | -40.3% | -14.5% |
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 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