-12.8%
EW vs UTHR
+190.4%
-203.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +2.2% |
| 7D | +12.3% | -2.3% | +14.6% | +12.5% |
| 30D | +22.9% | +6.1% | +16.8% | +22.2% |
| 3M | +16.7% | +8.1% | +8.6% | +15.8% |
| 6M | +31.0% | +3.1% | +27.9% | +30.4% |
| YTD | +22.8% | +19.5% | +3.3% | +20.3% |
| 1Y | +25.6% | +29.7% | -4.2% | +22.1% |
| 3Y | +62.0% | +162.7% | -100.7% | +41.7% |
| 5Y | -12.8% | +192.8% | -205.6% | -26.3% |
| All | -12.8% | +190.4% | -203.2% | -26.3% |
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