+45.5%
FHN vs UTHR
+7,123.9%
-7,078.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.2% | -5.4% | +6.6% | +2.0% |
| 30D | -4.7% | -6.0% | +1.3% | -3.9% |
| 3M | +3.5% | -11.0% | +14.5% | +5.1% |
| 6M | +7.8% | -0.5% | +8.3% | +7.4% |
| YTD | +5.9% | +0.1% | +5.8% | +5.2% |
| 1Y | +12.5% | +28.2% | -15.7% | +7.6% |
| 3Y | +117.2% | +113.8% | +3.4% | +89.0% |
| 5Y | +86.5% | +131.3% | -44.8% | +59.0% |
| 10Y | +125.7% | +296.7% | -171.0% | +74.0% |
| All | +45.5% | +7,123.9% | -7,078.4% | -7.1% |
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