-7.6%
GAP vs UTHR
+7,123.9%
-7,131.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -3.8% |
| 30D | +9.0% | -6.0% | +15.1% | +9.8% |
| 3M | +5.0% | -11.0% | +16.0% | +6.4% |
| 6M | -17.8% | -0.5% | -17.3% | -18.1% |
| YTD | -10.4% | +0.1% | -10.5% | -11.0% |
| 1Y | -3.4% | +28.2% | -31.5% | -7.2% |
| 3Y | +111.5% | +113.8% | -2.3% | +87.2% |
| 5Y | +8.8% | +131.3% | -122.5% | -5.7% |
| 10Y | +32.9% | +296.7% | -263.8% | +5.5% |
| All | -7.6% | +7,123.9% | -7,131.5% | -43.6% |
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