+2,053.8%
THC vs ULTA
+1,924.4%
+129.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +1.0% | +2.5% | -1.5% | +0.2% |
| 30D | +5.3% | +11.5% | -6.2% | +1.8% |
| 3M | +7.1% | +28.1% | -21.0% | -1.1% |
| 6M | +46.0% | +34.2% | +11.8% | +32.3% |
| YTD | +43.9% | +9.2% | +34.7% | +37.7% |
| 1Y | +45.4% | +23.7% | +21.7% | +33.2% |
| 3Y | +421.3% | +69.2% | +352.1% | +315.9% |
| 5Y | +261.5% | +66.6% | +194.8% | +188.3% |
| 10Y | +1,865.8% | +176.6% | +1,689.3% | +1,201.9% |
| All | +2,053.8% | +1,924.4% | +129.4% | +777.8% |
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