+64.2%
ULTA vs ALHC
-65.9%
+130.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -1.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +12.4% | -9.6% | +22.1% | +13.3% |
| 3M | +22.4% | -44.5% | +66.9% | +28.4% |
| 6M | +28.9% | -59.2% | +88.0% | +37.5% |
| YTD | +7.6% | -62.0% | +69.6% | +15.1% |
| 1Y | +21.6% | -54.8% | +76.4% | +27.6% |
| 3Y | +67.0% | +25.0% | +42.0% | +47.4% |
| 5Y | +64.2% | -65.3% | +129.5% | +89.5% |
| All | +64.2% | -65.9% | +130.1% | +89.5% |
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 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