+46.9%
ULTA vs HRB
+114.1%
-67.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +2.0% |
| 7D | -3.1% | -8.0% | +5.0% | -1.7% |
| 30D | +2.8% | -16.0% | +18.8% | +5.7% |
| 3M | +14.8% | +26.9% | -12.1% | +9.6% |
| 6M | -16.2% | +51.1% | -67.3% | -23.1% |
| YTD | -9.6% | +7.1% | -16.7% | -10.8% |
| 1Y | +4.8% | -9.6% | +14.4% | +7.4% |
| 3Y | +30.7% | +25.4% | +5.3% | +20.5% |
| All | +46.9% | +114.1% | -67.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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