+1,737.4%
ULTA vs PHM
+861.4%
+876.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -1.8% | -3.9% | +2.1% | -0.3% |
| 30D | -1.2% | -8.6% | +7.3% | +1.9% |
| 3M | +13.4% | -2.9% | +16.3% | +14.1% |
| 6M | -15.6% | -5.7% | -9.9% | -14.4% |
| YTD | -10.4% | +1.9% | -12.3% | -12.2% |
| 1Y | +5.5% | -12.3% | +17.8% | +9.0% |
| 3Y | +31.0% | +50.8% | -19.8% | +6.8% |
| 5Y | +41.8% | +157.3% | -115.5% | -8.1% |
| 10Y | +127.0% | +566.5% | -439.6% | -1.7% |
| All | +1,737.4% | +861.4% | +876.0% | +423.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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