-8.9%
DASH vs UTHR
+337.6%
-346.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -4.1% | +4.9% | -9.0% | -4.7% |
| 30D | -10.6% | +9.2% | -19.8% | -11.6% |
| 3M | -18.8% | +15.9% | -34.7% | -20.5% |
| 6M | +11.2% | +2.0% | +9.2% | +10.8% |
| YTD | -23.8% | +21.8% | -45.6% | -26.3% |
| 1Y | -12.2% | +28.6% | -40.7% | -15.8% |
| 3Y | +97.3% | +166.2% | -68.9% | +61.1% |
| 5Y | -29.8% | +191.8% | -221.6% | -45.3% |
| All | -8.9% | +337.6% | -346.5% | -24.2% |
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 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