+155.3%
HBAN vs UTHR
+313.7%
-158.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -1.0% | +1.9% | -2.9% | -1.4% |
| 30D | -5.6% | -2.9% | -2.7% | -5.1% |
| 3M | -1.1% | -8.9% | +7.7% | +0.7% |
| 6M | +9.9% | -8.7% | +18.6% | +11.5% |
| YTD | -0.9% | +2.0% | -3.0% | -2.5% |
| 1Y | -1.4% | +22.8% | -24.2% | -7.5% |
| 3Y | +78.2% | +120.6% | -42.4% | +37.3% |
| 5Y | +37.0% | +136.4% | -99.4% | +1.2% |
| All | +155.3% | +313.7% | -158.4% | +41.5% |
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