+249.6%
PH vs ULTA
+44.7%
+204.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | -11.0% | +2.8% | -13.8% | -11.8% |
| 3M | +5.5% | +14.8% | -9.3% | +0.9% |
| 6M | +1.5% | -16.2% | +17.7% | +5.9% |
| YTD | +8.8% | -9.6% | +18.4% | +10.8% |
| 1Y | +24.5% | +4.8% | +19.7% | +20.6% |
| 3Y | +141.2% | +30.7% | +110.5% | +107.1% |
| All | +249.6% | +44.7% | +204.9% | +171.8% |
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