+23.7%
ULTA vs ALHC
-55.7%
+79.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +11.5% | -10.6% | +22.1% | +12.1% |
| 3M | +28.1% | -45.3% | +73.5% | +32.1% |
| 6M | +34.2% | -59.7% | +94.0% | +39.0% |
| YTD | +9.2% | -62.7% | +71.9% | +13.6% |
| 1Y | +23.7% | -56.1% | +79.9% | +24.5% |
| All | +23.7% | -55.7% | +79.4% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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