+453.2%
HUT vs ULTA
+171.4%
+281.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +7.7% |
| 7D | +28.3% | +0.7% | +27.6% | +27.8% |
| 30D | +12.3% | -2.8% | +15.1% | +13.4% |
| 3M | -16.8% | +18.7% | -35.5% | -25.3% |
| 6M | +111.4% | -15.0% | +126.4% | +125.0% |
| YTD | +116.6% | -9.2% | +125.8% | +122.9% |
| 1Y | +290.5% | +5.7% | +284.8% | +266.2% |
| 3Y | +792.3% | +32.8% | +759.5% | +616.1% |
| 5Y | +94.1% | +46.0% | +48.2% | +51.2% |
| All | +453.2% | +171.4% | +281.8% | +206.9% |
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