+29.5%
ULTA vs BAH
-31.4%
+60.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -1.2% | -6.6% | +5.4% | -0.4% |
| 3M | +13.4% | -7.2% | +20.5% | +14.4% |
| 6M | -15.6% | -10.0% | -5.6% | -14.7% |
| YTD | -10.4% | -12.5% | +2.0% | -9.4% |
| 1Y | +5.5% | -27.9% | +33.4% | +9.4% |
| All | +29.5% | -31.4% | +60.9% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling