+448.2%
HUT vs ULTA
+170.2%
+278.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.1% | +6.7% | +7.7% |
| 7D | +5.4% | -3.1% | +8.5% | +7.1% |
| 30D | +8.6% | +2.8% | +5.8% | +6.6% |
| 3M | -15.2% | +14.8% | -30.0% | -22.3% |
| 6M | +92.9% | -16.2% | +109.1% | +107.1% |
| YTD | +114.6% | -9.6% | +124.3% | +121.6% |
| 1Y | +208.5% | +4.8% | +203.7% | +191.2% |
| 3Y | +821.5% | +30.7% | +790.8% | +646.8% |
| 5Y | +101.8% | +45.9% | +56.0% | +57.5% |
| All | +448.2% | +170.2% | +278.0% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling