+6.5%
ULTA vs BAH
-28.2%
+34.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | +9.0% | -3.2% | +12.3% | +9.4% |
| 30D | +4.6% | +2.0% | +2.6% | +4.4% |
| 3M | +22.0% | -7.6% | +29.6% | +23.1% |
| 6M | -14.7% | -5.7% | -9.0% | -14.2% |
| YTD | -6.8% | -11.7% | +5.0% | -5.3% |
| 1Y | +6.5% | -27.4% | +33.9% | +8.8% |
| All | +6.5% | -28.2% | +34.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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