+116.3%
CLF vs UTHR
+308.5%
-192.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | +6.5% | -2.9% | +9.4% | +7.3% |
| 30D | +0.2% | -7.6% | +7.8% | +2.4% |
| 3M | -3.1% | -8.6% | +5.5% | -0.8% |
| 6M | +25.0% | +4.1% | +20.9% | +22.1% |
| YTD | -7.5% | +2.2% | -9.7% | -9.3% |
| 1Y | +11.5% | +26.2% | -14.7% | +1.8% |
| 3Y | -13.7% | +121.2% | -134.9% | -38.9% |
| 5Y | -47.0% | +136.5% | -183.5% | -65.2% |
| 10Y | +116.3% | +300.1% | -183.8% | -3.9% |
| All | +116.3% | +308.5% | -192.2% | -3.9% |
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