+45.7%
CNH vs UTHR
+665.8%
-620.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +6.7% | -2.1% | +8.8% | +7.1% |
| 30D | +7.2% | +8.3% | -1.1% | +5.8% |
| 3M | +17.5% | +15.5% | +1.9% | +14.1% |
| 6M | +15.0% | +4.5% | +10.4% | +13.5% |
| YTD | +36.8% | +22.2% | +14.5% | +30.5% |
| 1Y | +27.6% | +29.7% | -2.1% | +20.5% |
| 3Y | +34.3% | +167.3% | -133.0% | +6.5% |
| 5Y | -12.2% | +196.5% | -208.7% | -33.1% |
| 10Y | +113.9% | +369.0% | -255.2% | +40.1% |
| All | +45.7% | +665.8% | -620.1% | -8.3% |
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