+46.9%
ULTA vs HIG
+116.1%
-69.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -3.1% | -1.5% | -1.6% | -2.5% |
| 30D | +2.8% | -0.4% | +3.2% | +2.9% |
| 3M | +14.8% | +6.7% | +8.1% | +11.9% |
| 6M | -16.2% | +2.0% | -18.2% | -17.0% |
| YTD | -9.6% | +0.3% | -9.9% | -10.0% |
| 1Y | +4.8% | +4.2% | +0.6% | +2.4% |
| 3Y | +30.7% | +102.2% | -71.5% | -5.1% |
| All | +46.9% | +116.1% | -69.2% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 5y: compounded portfolio wealth divided by compounded HIG 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…
5y analysis · Full analysis span regression · 6 months rolling