+191.5%
BAH vs UTHR
+310.6%
-119.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.1% |
| 7D | -1.3% | +3.0% | -4.3% | -1.7% |
| 30D | -6.6% | -4.3% | -2.3% | -6.1% |
| 3M | -7.2% | -8.4% | +1.2% | -6.2% |
| 6M | -10.0% | -4.2% | -5.8% | -9.8% |
| YTD | -12.5% | +4.0% | -16.5% | -13.5% |
| 1Y | -27.9% | +25.5% | -53.4% | -30.8% |
| 3Y | -31.4% | +125.1% | -156.5% | -40.6% |
| 5Y | -3.2% | +140.3% | -143.6% | -17.7% |
| 10Y | +191.5% | +322.5% | -131.0% | +118.4% |
| All | +191.5% | +310.6% | -119.1% | +118.4% |
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