-22.2%
ALHC vs UTHR
+195.8%
-218.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -1.0% | -2.9% | +1.9% | -0.5% |
| 30D | -6.3% | -7.6% | +1.3% | -5.2% |
| 3M | -12.3% | -8.6% | -3.7% | -11.1% |
| 6M | -27.0% | +4.1% | -31.1% | -27.5% |
| YTD | -31.8% | +2.2% | -34.0% | -32.2% |
| 1Y | -17.0% | +26.2% | -43.2% | -20.0% |
| 3Y | +159.8% | +121.2% | +38.7% | +115.4% |
| 5Y | -25.1% | +136.5% | -161.7% | -39.3% |
| All | -22.2% | +195.8% | -218.0% | -37.8% |
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