+147.8%
ETR vs UTHR
+125.3%
+22.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.4% |
| 7D | +0.4% | +3.0% | -2.6% | +0.2% |
| 30D | +2.0% | -4.3% | +6.4% | +2.3% |
| 3M | -1.7% | -8.4% | +6.7% | -1.1% |
| 6M | +3.6% | -4.2% | +7.8% | +3.7% |
| YTD | +18.0% | +4.0% | +14.0% | +17.4% |
| 1Y | +26.2% | +25.5% | +0.7% | +23.6% |
| All | +147.8% | +125.3% | +22.6% | +119.2% |
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