+883.7%
BAH vs UTHR
+689.1%
+194.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -3.2% | -5.4% | +2.2% | -2.5% |
| 30D | +2.0% | -6.0% | +8.1% | +2.8% |
| 3M | -7.6% | -11.0% | +3.3% | -6.2% |
| 6M | -5.7% | -0.5% | -5.1% | -6.0% |
| YTD | -11.7% | +0.1% | -11.8% | -12.4% |
| 1Y | -27.4% | +28.2% | -55.5% | -30.6% |
| 3Y | -32.5% | +113.8% | -146.4% | -41.4% |
| 5Y | -3.3% | +131.3% | -134.6% | -17.9% |
| 10Y | +186.0% | +296.7% | -110.7% | +112.8% |
| All | +883.7% | +689.1% | +194.5% | +483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling