+129.9%
CHRW vs UTHR
+364.7%
-234.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +7.3% | +5.2% | +2.1% | +6.7% |
| 30D | -3.6% | +9.5% | -13.0% | -4.5% |
| 3M | -9.6% | +17.9% | -27.5% | -11.2% |
| 6M | -17.0% | +2.0% | -19.0% | -17.3% |
| YTD | -15.4% | +21.3% | -36.8% | -17.7% |
| 1Y | -10.0% | +27.9% | -37.9% | -12.9% |
| 3Y | +82.2% | +162.3% | -80.2% | +59.7% |
| 5Y | +59.4% | +190.7% | -131.4% | +36.4% |
| All | +129.9% | +364.7% | -234.7% | +78.6% |
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