+87.4%
FHN vs UTHR
+140.7%
-53.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | -2.6% | -4.3% | +1.7% | -2.1% |
| 3M | 0.0% | -8.4% | +8.4% | +1.0% |
| 6M | +9.2% | -4.2% | +13.5% | +9.5% |
| YTD | +4.3% | +4.0% | +0.3% | +3.2% |
| 1Y | +10.8% | +25.5% | -14.8% | +6.5% |
| 3Y | +130.7% | +125.1% | +5.6% | +94.9% |
| 5Y | +87.4% | +140.3% | -53.0% | +53.0% |
| All | +87.4% | +140.7% | -53.4% | +53.0% |
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 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