+1,895.9%
THC vs ULTA
+1,628.6%
+267.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -0.7% | +9.0% | -9.7% | -3.3% |
| 30D | +1.3% | +4.6% | -3.3% | -0.3% |
| 3M | +64.2% | +22.0% | +42.3% | +53.8% |
| 6M | +8.3% | -14.7% | +23.0% | +12.3% |
| YTD | +33.4% | -6.8% | +40.1% | +34.2% |
| 1Y | +37.7% | +6.5% | +31.1% | +31.9% |
| 3Y | +236.8% | +35.6% | +201.2% | +188.5% |
| 5Y | +249.3% | +47.6% | +201.6% | +188.8% |
| 10Y | +995.2% | +128.9% | +866.4% | +667.5% |
| All | +1,895.9% | +1,628.6% | +267.3% | +755.2% |
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 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