+125.6%
ULTA vs FHN
+128.3%
-2.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -3.1% | -1.2% | -1.9% | -2.6% |
| 30D | +2.8% | -4.8% | +7.6% | +4.5% |
| 3M | +14.8% | -0.7% | +15.5% | +14.8% |
| 6M | -16.2% | +10.6% | -26.8% | -19.5% |
| YTD | -9.6% | +4.6% | -14.2% | -11.5% |
| 1Y | +4.8% | +11.4% | -6.6% | -0.2% |
| 3Y | +30.7% | +132.3% | -101.6% | -8.6% |
| 5Y | +45.9% | +90.2% | -44.3% | -1.8% |
| All | +125.6% | +128.3% | -2.7% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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