+8,597.2%
ULTA vs HBM
+649.7%
+7,947.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -1.8% | +5.5% | -7.3% | -2.6% |
| 30D | -1.2% | +3.3% | -4.5% | -1.9% |
| 3M | +13.4% | +12.7% | +0.7% | +10.4% |
| 6M | -15.6% | +28.2% | -43.8% | -20.1% |
| YTD | -10.4% | +45.3% | -55.7% | -17.4% |
| 1Y | +5.5% | +121.7% | -116.3% | -9.2% |
| 3Y | +31.0% | +523.5% | -492.5% | -7.0% |
| 5Y | +41.8% | +393.9% | -352.1% | 0.0% |
| 10Y | +127.0% | +647.9% | -520.9% | +29.5% |
| All | +8,597.2% | +649.7% | +7,947.5% | +4,351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling