+1,737.4%
ULTA vs HIG
+122.1%
+1,615.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -1.2% | -2.8% | +1.6% | -0.5% |
| 3M | +13.4% | +6.3% | +7.0% | +11.6% |
| 6M | -15.6% | -0.1% | -15.5% | -15.7% |
| YTD | -10.4% | +0.4% | -10.9% | -10.7% |
| 1Y | +5.5% | +6.2% | -0.8% | +3.5% |
| 3Y | +31.0% | +101.6% | -70.6% | +9.1% |
| 5Y | +41.8% | +119.8% | -78.0% | +15.0% |
| 10Y | +127.0% | +311.7% | -184.8% | +57.9% |
| All | +1,737.4% | +122.1% | +1,615.3% | +1,534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling