+393.9%
GH vs UTHR
+293.1%
+100.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.2% | +2.8% | -4.0% | -2.0% |
| 30D | -3.7% | -2.3% | -1.4% | -3.1% |
| 3M | +21.7% | -7.4% | +29.1% | +24.1% |
| 6M | +75.7% | -6.0% | +81.7% | +78.1% |
| YTD | +55.7% | +3.4% | +52.3% | +52.8% |
| 1Y | +181.1% | +27.1% | +154.0% | +158.5% |
| 3Y | +371.6% | +123.8% | +247.8% | +235.9% |
| 5Y | +23.2% | +139.6% | -116.4% | -19.0% |
| All | +393.9% | +293.1% | +100.7% | +137.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling