+98.1%
AGG vs UTHR
+4,334.3%
-4,236.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.1% |
| 7D | +0.1% | -2.9% | +3.0% | +0.1% |
| 30D | -0.4% | -7.6% | +7.2% | -0.4% |
| 3M | -0.3% | -8.6% | +8.3% | -0.3% |
| 6M | -1.2% | +4.1% | -5.4% | -1.2% |
| YTD | -0.4% | +2.2% | -2.6% | -0.3% |
| 1Y | +0.4% | +26.2% | -25.8% | +0.4% |
| 3Y | +13.4% | +121.2% | -107.8% | +13.6% |
| 5Y | -1.4% | +136.5% | -138.0% | -1.2% |
| 10Y | +14.8% | +300.1% | -285.3% | +15.4% |
| All | +98.1% | +4,334.3% | -4,236.2% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling