+86.2%
ULTA vs ALHC
-28.9%
+115.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +9.0% | -0.6% | +9.6% | +9.1% |
| 30D | +4.6% | -1.0% | +5.6% | +4.6% |
| 3M | +22.0% | -10.2% | +32.1% | +21.8% |
| 6M | -14.7% | -28.3% | +13.6% | -13.4% |
| YTD | -6.8% | -31.4% | +24.7% | -5.1% |
| 1Y | +6.5% | -16.9% | +23.5% | +6.3% |
| 3Y | +35.6% | +135.5% | -99.9% | +14.6% |
| 5Y | +47.6% | -33.6% | +81.3% | +34.9% |
| All | +86.2% | -28.9% | +115.1% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling