+7.4%
HAL vs UTHR
+310.6%
-303.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | -1.3% | +3.0% | -4.3% | -2.1% |
| 30D | +10.9% | -4.3% | +15.2% | +12.1% |
| 3M | -5.8% | -8.4% | +2.5% | -3.9% |
| 6M | +8.1% | -4.2% | +12.3% | +8.4% |
| YTD | +33.2% | +4.0% | +29.2% | +29.6% |
| 1Y | +74.2% | +25.5% | +48.7% | +60.0% |
| 3Y | -3.7% | +125.1% | -128.8% | -30.9% |
| 5Y | +111.9% | +140.3% | -28.4% | +43.6% |
| 10Y | +7.4% | +322.5% | -315.1% | -46.5% |
| All | +7.4% | +310.6% | -303.2% | -46.5% |
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