+203.4%
HD vs UTHR
+319.3%
-115.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -3.9% | +2.8% | -6.7% | -4.3% |
| 30D | -13.1% | -2.3% | -10.9% | -12.9% |
| 3M | -3.4% | -7.4% | +4.0% | -2.4% |
| 6M | -12.6% | -6.0% | -6.6% | -11.9% |
| YTD | -9.2% | +3.4% | -12.6% | -10.4% |
| 1Y | -23.9% | +27.1% | -51.0% | -27.7% |
| 3Y | +0.4% | +123.8% | -123.4% | -17.2% |
| 5Y | +4.5% | +139.6% | -135.1% | -16.7% |
| All | +203.4% | +319.3% | -115.9% | +95.6% |
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