+122.7%
CHRW vs UTHR
+349.3%
-226.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -3.4% | -2.1% | -1.3% | -3.2% |
| 30D | -9.4% | +7.2% | -16.5% | -10.0% |
| 3M | -12.6% | +11.1% | -23.8% | -13.7% |
| 6M | -24.2% | +4.2% | -28.3% | -24.6% |
| YTD | -18.9% | +20.8% | -39.7% | -21.0% |
| 1Y | -13.7% | +29.7% | -43.4% | -16.6% |
| 3Y | +72.6% | +164.1% | -91.6% | +51.3% |
| 5Y | +55.6% | +190.7% | -135.1% | +33.3% |
| 10Y | +122.7% | +355.4% | -232.7% | +73.8% |
| All | +122.7% | +349.3% | -226.6% | +73.8% |
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