+67.9%
HDB vs UTHR
+368.2%
-300.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +6.9% | -2.1% | +9.1% | +7.2% |
| 30D | +15.2% | +8.3% | +7.0% | +14.0% |
| 3M | +11.7% | +15.5% | -3.8% | +9.4% |
| 6M | +7.5% | +4.5% | +3.0% | +6.7% |
| YTD | -28.8% | +22.2% | -51.0% | -31.0% |
| 1Y | -29.1% | +29.7% | -58.8% | -31.8% |
| 3Y | -7.0% | +167.3% | -174.3% | -21.5% |
| 5Y | -22.1% | +196.5% | -218.5% | -36.1% |
| All | +67.9% | +368.2% | -300.3% | +22.2% |
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