+2,364.2%
CHRW vs UTHR
+8,529.0%
-6,164.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.6% |
| 7D | +0.2% | -2.3% | +2.5% | +0.4% |
| 30D | -9.4% | +6.1% | -15.4% | -9.8% |
| 3M | -13.3% | +8.1% | -21.4% | -14.0% |
| 6M | -24.2% | +3.1% | -27.3% | -24.5% |
| YTD | -18.9% | +19.5% | -38.4% | -20.6% |
| 1Y | -12.4% | +29.7% | -42.1% | -14.9% |
| 3Y | +72.2% | +162.7% | -90.5% | +54.7% |
| 5Y | +53.4% | +192.8% | -139.4% | +35.2% |
| 10Y | +127.0% | +348.1% | -221.2% | +87.4% |
| All | +2,364.2% | +8,529.0% | -6,164.8% | +1,750.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling