-29.4%
ETHA vs UTHR
+46.9%
-76.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | +27.9% | -6.0% | +34.0% | +28.9% |
| 3M | +38.3% | -11.0% | +49.3% | +40.3% |
| 6M | +14.0% | -0.5% | +14.5% | +13.9% |
| YTD | -17.4% | +0.1% | -17.5% | -17.6% |
| 1Y | -42.7% | +28.2% | -70.8% | -43.6% |
| All | -29.4% | +46.9% | -76.3% | -31.8% |
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