+192.2%
EWT vs UTHR
+124.0%
+68.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.5% |
| 7D | -1.1% | +2.8% | -3.9% | -1.3% |
| 30D | +4.8% | -2.3% | +7.0% | +4.9% |
| 3M | +11.1% | -7.4% | +18.5% | +11.6% |
| 6M | +54.6% | -6.0% | +60.6% | +55.0% |
| YTD | +71.4% | +3.4% | +68.0% | +70.8% |
| 1Y | +82.1% | +27.1% | +55.0% | +79.3% |
| All | +192.2% | +124.0% | +68.2% | +178.6% |
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