+1,587.0%
PH vs ULTA
+1,924.4%
-337.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +4.3% | +2.5% | +1.9% | +3.6% |
| 30D | +0.1% | +11.5% | -11.4% | -3.1% |
| 3M | -9.4% | +28.1% | -37.5% | -15.9% |
| 6M | +8.8% | +34.2% | -25.5% | -0.9% |
| YTD | +9.6% | +9.2% | +0.4% | +5.4% |
| 1Y | +14.4% | +23.7% | -9.3% | +5.7% |
| 3Y | +134.5% | +69.2% | +65.3% | +92.0% |
| 5Y | +204.4% | +66.6% | +137.8% | +146.8% |
| 10Y | +697.3% | +176.6% | +520.7% | +428.9% |
| All | +1,587.0% | +1,924.4% | -337.4% | +416.1% |
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