+401.3%
GH vs UTHR
+280.5%
+120.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.1% | -5.4% | +5.3% | +1.5% |
| 30D | -1.1% | -6.0% | +5.0% | +0.6% |
| 3M | +21.3% | -11.0% | +32.3% | +25.1% |
| 6M | +73.5% | -0.5% | +74.1% | +72.9% |
| YTD | +58.0% | +0.1% | +58.0% | +56.5% |
| 1Y | +163.1% | +28.2% | +134.9% | +140.9% |
| 3Y | +361.0% | +113.8% | +247.2% | +233.0% |
| 5Y | +22.5% | +131.3% | -108.8% | -18.6% |
| All | +401.3% | +280.5% | +120.8% | +143.3% |
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