-2.5%
AGG vs UTHR
+139.0%
-141.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -0.9% |
| 30D | -1.0% | -2.3% | +1.3% | -0.9% |
| 3M | -1.3% | -7.4% | +6.1% | -1.2% |
| 6M | -2.1% | -6.0% | +3.9% | -2.0% |
| YTD | -1.2% | +3.4% | -4.6% | -1.3% |
| 1Y | -0.5% | +27.1% | -27.6% | -0.6% |
| 3Y | +12.4% | +123.8% | -111.4% | +11.4% |
| All | -2.5% | +139.0% | -141.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling