+282.5%
CHTR vs UTHR
+846.6%
-564.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.8% | -9.9% | -8.4% |
| 7D | -15.8% | +3.0% | -18.8% | -16.2% |
| 30D | -12.7% | -4.3% | -8.3% | -12.2% |
| 3M | -1.1% | -8.4% | +7.3% | 0.0% |
| 6M | -39.9% | -4.2% | -35.7% | -39.8% |
| YTD | -35.9% | +4.0% | -39.9% | -36.7% |
| 1Y | -49.2% | +25.5% | -74.7% | -51.4% |
| 3Y | -68.3% | +125.1% | -193.4% | -72.9% |
| 5Y | -83.0% | +140.3% | -223.3% | -85.8% |
| 10Y | -49.3% | +322.5% | -371.8% | -63.3% |
| All | +282.5% | +846.6% | -564.1% | +122.2% |
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