+41.8%
ULTA vs ALHC
-27.5%
+69.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -1.8% | -4.1% | +2.3% | -1.4% |
| 30D | -1.2% | -5.4% | +4.2% | -0.8% |
| 3M | +13.4% | -32.1% | +45.5% | +16.7% |
| 6M | -15.6% | -28.5% | +12.9% | -14.3% |
| YTD | -10.4% | -34.0% | +23.6% | -8.4% |
| 1Y | +5.5% | -20.9% | +26.4% | +5.6% |
| 3Y | +31.0% | +151.5% | -120.6% | +7.8% |
| 5Y | +41.8% | -28.8% | +70.7% | +32.8% |
| All | +41.8% | -27.5% | +69.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling