+588.2%
HBM vs UTHR
+313.7%
+274.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -3.3% | +1.9% | -5.2% | -3.8% |
| 30D | -4.8% | -2.9% | -2.0% | -4.0% |
| 3M | -0.4% | -8.9% | +8.4% | +2.1% |
| 6M | +17.9% | -8.7% | +26.6% | +20.3% |
| YTD | +33.7% | +2.0% | +31.7% | +30.9% |
| 1Y | +95.6% | +22.8% | +72.8% | +79.8% |
| 3Y | +458.1% | +120.6% | +337.5% | +290.5% |
| 5Y | +329.0% | +136.4% | +192.6% | +180.7% |
| All | +588.2% | +313.7% | +274.5% | +215.2% |
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