+38.2%
FHN vs UTHR
+8,724.6%
-8,686.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.6% |
| 30D | +2.0% | +8.3% | -6.2% | +0.9% |
| 3M | -6.8% | +15.5% | -22.4% | -9.0% |
| 6M | -0.8% | +4.5% | -5.3% | -1.8% |
| YTD | +0.6% | +22.2% | -21.7% | -3.1% |
| 1Y | +11.5% | +29.7% | -18.2% | +6.5% |
| 3Y | +130.0% | +167.3% | -37.3% | +93.4% |
| 5Y | +60.8% | +196.5% | -135.7% | +32.0% |
| 10Y | +84.0% | +369.0% | -285.0% | +38.1% |
| All | +38.2% | +8,724.6% | -8,686.4% | -14.5% |
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 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