-77.4%
CAPR vs UTHR
+308.5%
-385.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.2% |
| 7D | -9.5% | -2.9% | -6.6% | -8.9% |
| 30D | +121.5% | -7.6% | +129.1% | +126.3% |
| 3M | -65.4% | -8.6% | -56.8% | -64.5% |
| 6M | -67.5% | +4.1% | -71.7% | -67.8% |
| YTD | -68.6% | +2.2% | -70.8% | -68.8% |
| 1Y | +42.7% | +26.2% | +16.5% | +36.6% |
| 3Y | +43.4% | +121.2% | -77.8% | +22.8% |
| 5Y | +86.0% | +136.5% | -50.5% | +56.3% |
| 10Y | -77.4% | +300.1% | -377.5% | -82.7% |
| All | -77.4% | +308.5% | -385.9% | -82.7% |
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