+84.0%
FHN vs UTHR
+362.9%
-279.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -0.9% | -2.1% | +1.2% | -0.4% |
| 30D | +2.0% | +8.3% | -6.2% | +0.1% |
| 3M | -6.8% | +15.5% | -22.4% | -10.4% |
| 6M | -0.8% | +4.5% | -5.3% | -2.4% |
| YTD | +0.6% | +22.2% | -21.7% | -5.6% |
| 1Y | +11.5% | +29.7% | -18.2% | +3.1% |
| 3Y | +130.0% | +167.3% | -37.3% | +65.7% |
| 5Y | +60.8% | +196.5% | -135.7% | +9.2% |
| 10Y | +84.0% | +369.0% | -285.0% | -5.0% |
| All | +84.0% | +362.9% | -279.0% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling