+7.4%
BAH vs UTHR
+179.7%
-172.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.4% |
| 7D | -3.5% | -6.1% | +2.6% | -3.1% |
| 30D | +24.3% | +3.1% | +21.1% | +23.9% |
| 3M | +16.3% | +5.5% | +10.9% | +15.7% |
| 6M | +13.6% | -5.8% | +19.4% | +14.0% |
| YTD | +3.5% | +15.3% | -11.9% | +1.7% |
| 1Y | +2.7% | +23.8% | -21.1% | +0.1% |
| 3Y | -26.6% | +146.3% | -172.9% | -34.5% |
| All | +7.4% | +179.7% | -172.3% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling