+12.9%
HAS vs UTHR
+133.0%
-120.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.8% | -5.4% | +3.6% | -1.4% |
| 30D | +2.3% | -6.0% | +8.3% | +2.8% |
| 3M | +10.4% | -11.0% | +21.3% | +11.4% |
| 6M | -3.2% | -0.5% | -2.7% | -3.3% |
| YTD | +15.4% | +0.1% | +15.3% | +15.2% |
| 1Y | +18.8% | +28.2% | -9.4% | +16.1% |
| 3Y | +43.9% | +113.8% | -69.9% | +31.7% |
| All | +12.9% | +133.0% | -120.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling