+31.3%
ULTA vs ALHC
+159.8%
-128.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.6% |
| 7D | +0.7% | -1.0% | +1.6% | +0.7% |
| 30D | -2.8% | -6.3% | +3.5% | -2.5% |
| 3M | +18.7% | -12.3% | +31.0% | +18.5% |
| 6M | -15.0% | -27.0% | +12.0% | -14.4% |
| YTD | -9.2% | -31.8% | +22.6% | -8.2% |
| 1Y | +5.7% | -17.0% | +22.7% | +5.5% |
| All | +31.3% | +159.8% | -128.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling