+66.7%
HDB vs UTHR
+364.7%
-298.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +2.7% | +5.2% | -2.4% | +2.1% |
| 30D | +14.1% | +9.5% | +4.7% | +12.8% |
| 3M | +11.8% | +17.9% | -6.1% | +9.3% |
| 6M | +8.2% | +2.0% | +6.2% | +7.6% |
| YTD | -29.3% | +21.3% | -50.6% | -31.4% |
| 1Y | -28.8% | +27.9% | -56.7% | -31.4% |
| 3Y | -7.5% | +162.3% | -169.8% | -21.7% |
| 5Y | -23.1% | +190.7% | -213.8% | -36.8% |
| All | +66.7% | +364.7% | -298.0% | +21.4% |
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