+131.6%
FHN vs UTHR
+123.2%
+8.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +2.7% | -2.9% | +5.5% | +2.9% |
| 30D | -3.1% | -7.6% | +4.5% | -2.5% |
| 3M | +2.3% | -8.6% | +10.9% | +3.1% |
| 6M | +9.7% | +4.1% | +5.6% | +9.0% |
| YTD | +4.7% | +2.2% | +2.5% | +4.1% |
| 1Y | +13.8% | +26.2% | -12.4% | +10.6% |
| 3Y | +131.6% | +121.2% | +10.4% | +104.5% |
| All | +131.6% | +123.2% | +8.4% | +104.5% |
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