-14.9%
HAL vs UTHR
+364.7%
-379.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +6.1% | +5.2% | +0.9% | +4.7% |
| 30D | +2.9% | +9.5% | -6.6% | +0.3% |
| 3M | +3.3% | +17.9% | -14.6% | -1.8% |
| 6M | -16.9% | +2.0% | -18.9% | -18.0% |
| YTD | +21.2% | +21.3% | -0.1% | +12.5% |
| 1Y | +27.5% | +27.9% | -0.3% | +16.5% |
| 3Y | -6.4% | +162.3% | -168.8% | -36.2% |
| 5Y | +58.0% | +190.7% | -132.7% | +0.1% |
| All | -14.9% | +364.7% | -379.5% | -60.2% |
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