+38.4%
FHN vs UTHR
+8,620.1%
-8,581.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.2% |
| 30D | +2.1% | +7.2% | -5.1% | +1.0% |
| 3M | -6.0% | +11.1% | -17.1% | -7.7% |
| 6M | -2.9% | +4.2% | -7.1% | -3.9% |
| YTD | +0.7% | +20.8% | -20.1% | -2.8% |
| 1Y | +11.0% | +29.7% | -18.7% | +6.0% |
| 3Y | +130.3% | +164.1% | -33.9% | +94.0% |
| 5Y | +61.3% | +190.7% | -129.4% | +32.7% |
| 10Y | +89.6% | +355.4% | -265.8% | +42.8% |
| All | +38.4% | +8,620.1% | -8,581.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling