-44.1%
ETHA vs UTHR
+78.1%
-122.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -3.0% | -3.3% |
| 7D | -12.5% | +5.2% | -17.7% | -13.1% |
| 30D | -19.8% | +9.5% | -29.3% | -20.6% |
| 3M | +3.1% | +17.9% | -14.8% | +1.0% |
| 6M | -13.8% | +2.0% | -15.8% | -14.0% |
| YTD | -34.6% | +21.3% | -55.9% | -36.2% |
| 1Y | -38.7% | +27.9% | -66.6% | -40.5% |
| All | -44.1% | +78.1% | -122.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling