+421.3%
THC vs ULTA
+69.8%
+351.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.0% | +2.5% | -1.5% | +0.5% |
| 30D | +5.3% | +11.5% | -6.2% | +3.5% |
| 3M | +7.1% | +28.1% | -21.0% | +2.9% |
| 6M | +46.0% | +34.2% | +11.8% | +38.9% |
| YTD | +43.9% | +9.2% | +34.7% | +40.7% |
| 1Y | +45.4% | +23.7% | +21.7% | +38.8% |
| 3Y | +421.3% | +69.2% | +352.1% | +344.2% |
| All | +421.3% | +69.8% | +351.5% | +344.2% |
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