+220.5%
EQH vs UTHR
+389.8%
-169.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.8% | +2.8% | -4.5% | -2.6% |
| 30D | +2.4% | -2.3% | +4.7% | +2.9% |
| 3M | +26.3% | -7.4% | +33.7% | +28.9% |
| 6M | +35.8% | -6.0% | +41.8% | +37.2% |
| YTD | +12.7% | +3.4% | +9.3% | +9.6% |
| 1Y | +2.5% | +27.1% | -24.6% | -7.5% |
| 3Y | +98.6% | +123.8% | -25.2% | +35.5% |
| 5Y | +101.7% | +139.6% | -37.9% | +28.0% |
| All | +220.5% | +389.8% | -169.3% | +23.4% |
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