+147.1%
HYG vs ULTA
+1,575.4%
-1,428.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -0.7% | +2.8% | -3.5% | -1.0% |
| 3M | -0.2% | +14.8% | -15.0% | -1.3% |
| 6M | +1.4% | -16.2% | +17.7% | +2.5% |
| YTD | +1.5% | -9.6% | +11.1% | +1.9% |
| 1Y | +2.9% | +4.8% | -1.9% | +2.1% |
| 3Y | +25.6% | +30.7% | -5.0% | +21.5% |
| 5Y | +18.6% | +45.9% | -27.3% | +13.0% |
| 10Y | +55.7% | +129.0% | -73.3% | +39.7% |
| All | +147.1% | +1,575.4% | -1,428.4% | +78.1% |
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