+1,737.4%
ULTA vs HRB
+317.3%
+1,420.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.8% |
| 7D | -1.8% | -10.6% | +8.8% | +2.1% |
| 30D | -1.2% | -0.8% | -0.4% | -1.8% |
| 3M | +13.4% | +19.1% | -5.7% | +4.9% |
| 6M | -15.6% | +48.7% | -64.3% | -29.5% |
| YTD | -10.4% | +7.1% | -17.5% | -16.1% |
| 1Y | +5.5% | -8.3% | +13.8% | +4.3% |
| 3Y | +31.0% | +25.8% | +5.1% | +10.9% |
| 5Y | +41.8% | +111.1% | -69.3% | -6.6% |
| 10Y | +127.0% | +206.6% | -79.6% | +14.7% |
| All | +1,737.4% | +317.3% | +1,420.1% | +557.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling