+498.2%
HCA vs UTHR
+313.7%
+184.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.7% |
| 7D | +5.4% | +1.9% | +3.5% | +5.0% |
| 30D | +3.0% | -2.9% | +5.8% | +3.6% |
| 3M | +13.0% | -8.9% | +21.9% | +15.2% |
| 6M | -20.3% | -8.7% | -11.5% | -18.9% |
| YTD | -8.2% | +2.0% | -10.3% | -9.3% |
| 1Y | +6.7% | +22.8% | -16.1% | +1.0% |
| 3Y | +60.4% | +120.6% | -60.2% | +26.6% |
| 5Y | +73.4% | +136.4% | -63.0% | +31.1% |
| All | +498.2% | +313.7% | +184.5% | +254.2% |
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