-21.3%
HUT vs ULTA
+65.2%
-86.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -8.1% |
| 7D | +9.3% | +2.5% | +6.9% | +7.6% |
| 30D | -23.1% | +11.5% | -34.6% | -29.5% |
| 3M | -30.6% | +28.1% | -58.7% | -42.9% |
| 6M | -46.9% | +34.2% | -81.1% | -58.3% |
| YTD | +25.3% | +9.2% | +16.1% | +12.8% |
| 1Y | +59.8% | +23.7% | +36.1% | +29.2% |
| 3Y | +467.2% | +69.2% | +398.0% | +213.1% |
| All | -21.3% | +65.2% | -86.5% | -59.5% |
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