-29.2%
ETHA vs UTHR
+52.7%
-81.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | +2.9% | +3.0% | -0.1% | +2.5% |
| 30D | +31.4% | -4.3% | +35.7% | +32.1% |
| 3M | +48.9% | -8.4% | +57.3% | +50.5% |
| 6M | +20.9% | -4.2% | +25.1% | +21.4% |
| YTD | -17.2% | +4.0% | -21.2% | -17.7% |
| 1Y | -42.8% | +25.5% | -68.3% | -43.8% |
| All | -29.2% | +52.7% | -81.9% | -32.0% |
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