+30.7%
ULTA vs XHB
+23.1%
+7.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.4% |
| 7D | -3.1% | -4.6% | +1.6% | -1.0% |
| 30D | +2.8% | -9.1% | +11.9% | +7.2% |
| 3M | +14.8% | -8.6% | +23.3% | +19.0% |
| 6M | -16.2% | -4.0% | -12.2% | -15.3% |
| YTD | -9.6% | -3.9% | -5.7% | -9.2% |
| 1Y | +4.8% | -16.5% | +21.2% | +12.6% |
| 3Y | +30.7% | +22.6% | +8.1% | +13.8% |
| All | +30.7% | +23.1% | +7.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling