+125.6%
ULTA vs BAH
+207.9%
-82.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.1% | +4.3% | -7.3% | -4.1% |
| 30D | +2.8% | -2.5% | +5.3% | +3.4% |
| 3M | +14.8% | -0.9% | +15.7% | +14.5% |
| 6M | -16.2% | +1.5% | -17.7% | -17.3% |
| YTD | -9.6% | -8.0% | -1.7% | -9.2% |
| 1Y | +4.8% | -24.7% | +29.5% | +10.7% |
| 3Y | +30.7% | -28.4% | +59.1% | +33.4% |
| 5Y | +45.9% | +2.8% | +43.1% | +27.0% |
| All | +125.6% | +207.9% | -82.4% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling