+132.9%
AWK vs UTHR
+321.8%
-188.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.2% |
| 7D | +0.6% | +3.0% | -2.4% | +0.3% |
| 30D | +4.3% | -4.3% | +8.6% | +4.7% |
| 3M | +12.5% | -8.4% | +20.9% | +13.4% |
| 6M | +3.3% | -4.2% | +7.5% | +3.5% |
| YTD | +9.8% | +4.0% | +5.7% | +8.9% |
| 1Y | +2.9% | +25.5% | -22.6% | +0.1% |
| 3Y | +9.6% | +125.1% | -115.5% | -2.2% |
| 5Y | -16.7% | +140.3% | -157.0% | -26.9% |
| All | +132.9% | +321.8% | -188.9% | +82.5% |
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