+19.6%
BTDR vs UTHR
+168.3%
-148.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.1% | +3.8% |
| 7D | -3.4% | +1.9% | -5.3% | -3.5% |
| 30D | +32.6% | -2.9% | +35.4% | +32.8% |
| 3M | -32.2% | -8.9% | -23.4% | -31.9% |
| 6M | +52.4% | -8.7% | +61.1% | +53.3% |
| YTD | +6.7% | +2.0% | +4.7% | +6.9% |
| 1Y | -15.2% | +22.8% | -38.0% | -15.8% |
| 3Y | +14.9% | +120.6% | -105.7% | +13.4% |
| 5Y | +20.8% | +136.4% | -115.6% | +19.0% |
| All | +19.6% | +168.3% | -148.7% | +17.8% |
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 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