+43.8%
D vs UTHR
+363.8%
-320.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.2% | -0.9% |
| 7D | +0.8% | -2.3% | +3.1% | +1.0% |
| 30D | +10.7% | +6.1% | +4.6% | +10.0% |
| 3M | +2.3% | +8.1% | -5.8% | +1.3% |
| 6M | +12.5% | +3.1% | +9.4% | +11.9% |
| YTD | +20.1% | +19.5% | +0.6% | +17.1% |
| 1Y | +15.6% | +29.7% | -14.2% | +11.7% |
| 3Y | +75.2% | +162.7% | -87.5% | +52.4% |
| 5Y | +14.6% | +192.8% | -178.2% | -2.4% |
| 10Y | +43.8% | +348.1% | -304.4% | +10.9% |
| All | +43.8% | +363.8% | -320.0% | +10.9% |
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