+40.7%
THC vs ULTA
+27.7%
+13.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +9.1% |
| 7D | +8.8% | +6.7% | +2.2% | +8.1% |
| 30D | +12.6% | +21.7% | -9.1% | +10.7% |
| 3M | +15.4% | +21.5% | -6.1% | +13.3% |
| 6M | +57.7% | +27.5% | +30.1% | +53.3% |
| YTD | +47.1% | +9.2% | +37.9% | +43.4% |
| 1Y | +40.7% | +27.9% | +12.8% | +34.6% |
| All | +40.7% | +27.7% | +13.0% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling