+1,737.4%
ULTA vs CHD
+934.6%
+802.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -1.8% | -4.2% | +2.4% | -0.1% |
| 30D | -1.2% | -7.6% | +6.3% | +2.0% |
| 3M | +13.4% | -1.6% | +15.0% | +14.1% |
| 6M | -15.6% | -6.3% | -9.3% | -13.6% |
| YTD | -10.4% | +14.6% | -25.0% | -15.6% |
| 1Y | +5.5% | +1.6% | +3.9% | +4.1% |
| 3Y | +31.0% | +3.1% | +27.8% | +26.0% |
| 5Y | +41.8% | +21.1% | +20.7% | +24.5% |
| 10Y | +127.0% | +128.6% | -1.6% | +27.0% |
| All | +1,737.4% | +934.6% | +802.9% | +274.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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