-58.0%
ALHC vs UTHR
+246.0%
-304.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.5% |
| 7D | +3.9% | -2.3% | +6.2% | +4.3% |
| 30D | -3.6% | +6.1% | -9.7% | -4.4% |
| 3M | -49.4% | +8.1% | -57.5% | -50.2% |
| 6M | -59.5% | +3.1% | -62.6% | -59.7% |
| YTD | -63.2% | +19.5% | -82.7% | -64.3% |
| 1Y | -55.5% | +29.7% | -85.2% | -57.4% |
| 3Y | +23.0% | +162.7% | -139.7% | -1.1% |
| 5Y | -65.7% | +192.8% | -258.5% | -73.1% |
| All | -58.0% | +246.0% | -304.0% | -67.3% |
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