+1,762.4%
ULTA vs FHN
+69.2%
+1,693.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.3% |
| 7D | +0.7% | +2.7% | -2.0% | -0.2% |
| 30D | -2.8% | -3.1% | +0.3% | -1.9% |
| 3M | +18.7% | +2.3% | +16.3% | +17.6% |
| 6M | -15.0% | +9.7% | -24.8% | -17.7% |
| YTD | -9.2% | +4.7% | -14.0% | -10.9% |
| 1Y | +5.7% | +13.8% | -8.1% | +0.5% |
| 3Y | +32.8% | +131.6% | -98.8% | -2.4% |
| 5Y | +46.0% | +91.1% | -45.2% | +5.9% |
| 10Y | +125.5% | +126.6% | -1.2% | +44.2% |
| All | +1,762.4% | +69.2% | +1,693.3% | +1,074.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling