+174.5%
CHRW vs UTHR
+310.6%
-136.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | 0.0% |
| 7D | +4.1% | +3.0% | +1.1% | +3.7% |
| 30D | +1.9% | -4.3% | +6.2% | +2.3% |
| 3M | -21.2% | -8.4% | -12.8% | -20.5% |
| 6M | -16.7% | -4.2% | -12.4% | -16.5% |
| YTD | -5.4% | +4.0% | -9.4% | -6.3% |
| 1Y | +21.2% | +25.5% | -4.3% | +17.3% |
| 3Y | +86.5% | +125.1% | -38.7% | +66.3% |
| 5Y | +93.0% | +140.3% | -47.3% | +69.0% |
| 10Y | +174.5% | +322.5% | -148.0% | +112.6% |
| All | +174.5% | +310.6% | -136.1% | +112.6% |
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