+55.7%
HAS vs UTHR
+308.5%
-252.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -3.1% | -2.9% | -0.2% | -2.7% |
| 30D | -2.7% | -7.6% | +4.9% | -1.5% |
| 3M | +8.9% | -8.6% | +17.5% | +10.4% |
| 6M | -2.9% | +4.1% | -7.1% | -3.9% |
| YTD | +12.6% | +2.2% | +10.4% | +11.6% |
| 1Y | +17.5% | +26.2% | -8.7% | +12.1% |
| 3Y | +46.2% | +121.2% | -75.0% | +21.8% |
| 5Y | +12.6% | +136.5% | -124.0% | -9.5% |
| 10Y | +55.7% | +300.1% | -244.4% | -1.1% |
| All | +55.7% | +308.5% | -252.9% | -1.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling