+301.7%
HIG vs UTHR
+313.7%
-12.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -0.4% | -2.9% | +2.5% | +0.1% |
| 3M | +6.7% | -8.9% | +15.5% | +8.5% |
| 6M | +2.0% | -8.7% | +10.7% | +3.5% |
| YTD | +0.3% | +2.0% | -1.7% | -0.9% |
| 1Y | +4.2% | +22.8% | -18.6% | -1.2% |
| 3Y | +102.2% | +120.6% | -18.4% | +61.8% |
| 5Y | +118.5% | +136.4% | -17.9% | +68.4% |
| All | +301.7% | +313.7% | -12.0% | +138.7% |
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