+195.2%
BAH vs UTHR
+364.7%
-169.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.7% | +5.2% | -3.5% | +1.1% |
| 30D | +20.8% | +9.5% | +11.3% | +19.4% |
| 3M | +11.6% | +17.9% | -6.4% | +9.2% |
| 6M | +23.1% | +2.0% | +21.1% | +22.5% |
| YTD | +5.3% | +21.3% | -16.1% | +1.8% |
| 1Y | +6.1% | +27.9% | -21.7% | +1.9% |
| 3Y | -27.5% | +162.3% | -189.8% | -38.6% |
| 5Y | +6.2% | +190.7% | -184.6% | -12.3% |
| All | +195.2% | +364.7% | -169.5% | +118.3% |
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