+125.6%
ULTA vs HBM
+619.2%
-493.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | +2.8% | -4.8% | +7.6% | +3.3% |
| 3M | +14.8% | -0.4% | +15.2% | +13.8% |
| 6M | -16.2% | +17.9% | -34.1% | -19.9% |
| YTD | -9.6% | +33.7% | -43.3% | -16.0% |
| 1Y | +4.8% | +95.6% | -90.8% | -8.9% |
| 3Y | +30.7% | +458.1% | -427.4% | -7.9% |
| 5Y | +45.9% | +329.0% | -283.1% | +2.6% |
| All | +125.6% | +619.2% | -493.6% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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