-5.9%
DASH vs UTHR
+339.3%
-345.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -10.2% | -2.1% | -8.1% | -9.9% |
| 30D | -8.2% | +8.3% | -16.5% | -9.1% |
| 3M | -15.9% | +15.5% | -31.5% | -17.6% |
| 6M | +13.3% | +4.5% | +8.8% | +12.5% |
| YTD | -21.3% | +22.2% | -43.5% | -24.0% |
| 1Y | -11.1% | +29.7% | -40.9% | -15.0% |
| 3Y | +103.8% | +167.3% | -63.5% | +66.3% |
| 5Y | -21.6% | +196.5% | -218.1% | -39.0% |
| All | -5.9% | +339.3% | -345.3% | -21.7% |
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