+246.7%
THC vs ULTA
+32.1%
+214.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.8% |
| 7D | -2.6% | +0.7% | -3.2% | -2.7% |
| 30D | -1.2% | -2.8% | +1.6% | -0.8% |
| 3M | +58.9% | +18.7% | +40.2% | +53.9% |
| 6M | +9.3% | -15.0% | +24.4% | +11.8% |
| YTD | +30.4% | -9.2% | +39.6% | +31.4% |
| 1Y | +34.6% | +5.7% | +28.9% | +31.0% |
| 3Y | +246.7% | +32.8% | +213.9% | +179.7% |
| All | +246.7% | +32.1% | +214.6% | +179.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling