+1,131.0%
ARES vs UTHR
+362.9%
+768.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.2% |
| 30D | +16.7% | +8.3% | +8.4% | +14.9% |
| 3M | -2.6% | +15.5% | -18.2% | -5.8% |
| 6M | +13.0% | +4.5% | +8.4% | +11.4% |
| YTD | -11.7% | +22.2% | -34.0% | -16.3% |
| 1Y | -6.7% | +29.7% | -36.4% | -12.7% |
| 3Y | +40.5% | +167.3% | -126.8% | +6.7% |
| 5Y | +88.2% | +196.5% | -108.3% | +36.1% |
| 10Y | +1,131.0% | +369.0% | +761.9% | +611.2% |
| All | +1,131.0% | +362.9% | +768.0% | +611.2% |
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 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