-8.0%
DHR vs UTHR
+124.0%
-132.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -5.0% | +2.8% | -7.8% | -5.3% |
| 30D | -3.3% | -2.3% | -1.1% | -3.1% |
| 3M | +9.4% | -7.4% | +16.8% | +10.4% |
| 6M | +3.2% | -6.0% | +9.1% | +3.7% |
| YTD | -12.0% | +3.4% | -15.4% | -12.8% |
| 1Y | +4.9% | +27.1% | -22.2% | +1.2% |
| All | -8.0% | +124.0% | -132.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling