-59.6%
ACHR vs UTHR
+296.6%
-356.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.6% | -6.9% |
| 7D | -9.2% | +5.2% | -14.4% | -9.8% |
| 30D | -1.0% | +9.5% | -10.5% | -2.2% |
| 3M | -42.2% | +17.9% | -60.1% | -43.5% |
| 6M | -38.2% | +2.0% | -40.2% | -38.4% |
| YTD | -46.4% | +21.3% | -67.7% | -48.3% |
| 1Y | -49.4% | +27.9% | -77.2% | -51.5% |
| 3Y | -22.5% | +162.3% | -184.8% | -37.3% |
| 5Y | -29.8% | +190.7% | -220.5% | -45.1% |
| All | -59.6% | +296.6% | -356.2% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling