+18.4%
BTDR vs UTHR
+125.3%
-106.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.8% |
| 7D | +14.8% | +3.0% | +11.8% | +14.6% |
| 30D | +41.8% | -4.3% | +46.1% | +42.2% |
| 3M | -29.2% | -8.4% | -20.8% | -28.8% |
| 6M | +66.2% | -4.2% | +70.4% | +67.0% |
| YTD | +10.0% | +4.0% | +6.0% | +10.3% |
| 1Y | -11.0% | +25.5% | -36.5% | -11.2% |
| All | +18.4% | +125.3% | -106.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling