+1,595.6%
PH vs ULTA
+1,628.6%
-33.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -3.1% | +9.0% | -12.1% | -5.5% |
| 30D | -3.2% | +4.6% | -7.8% | -4.7% |
| 3M | +10.6% | +22.0% | -11.4% | +4.0% |
| 6M | -2.1% | -14.7% | +12.6% | +1.4% |
| YTD | +10.2% | -6.8% | +16.9% | +11.1% |
| 1Y | +28.2% | +6.5% | +21.7% | +23.8% |
| 3Y | +134.9% | +35.6% | +99.3% | +105.5% |
| 5Y | +253.6% | +47.6% | +206.0% | +196.6% |
| 10Y | +804.7% | +128.9% | +675.8% | +532.8% |
| All | +1,595.6% | +1,628.6% | -33.0% | +444.3% |
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