-20.8%
HAL vs UTHR
+349.3%
-370.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.3% |
| 7D | -6.5% | -2.1% | -4.4% | -6.0% |
| 30D | -2.1% | +7.2% | -9.3% | -4.0% |
| 3M | -4.9% | +11.1% | -16.0% | -8.1% |
| 6M | -19.3% | +4.2% | -23.5% | -20.8% |
| YTD | +14.3% | +20.8% | -6.5% | +6.3% |
| 1Y | +17.3% | +29.7% | -12.4% | +6.7% |
| 3Y | -10.9% | +164.1% | -175.0% | -39.4% |
| 5Y | +47.4% | +190.7% | -143.3% | -6.6% |
| 10Y | -20.8% | +355.4% | -376.2% | -63.0% |
| All | -20.8% | +349.3% | -370.1% | -63.0% |
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