+114.9%
HIG vs UTHR
+139.0%
-24.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.3% | +2.8% | -5.1% | -2.7% |
| 30D | -1.2% | -2.3% | +1.1% | -0.9% |
| 3M | +6.3% | -7.4% | +13.7% | +7.4% |
| 6M | +0.6% | -6.0% | +6.5% | +1.2% |
| YTD | +0.6% | +3.4% | -2.8% | -0.3% |
| 1Y | +6.1% | +27.1% | -21.0% | +1.8% |
| 3Y | +102.0% | +123.8% | -21.8% | +69.2% |
| All | +114.9% | +139.0% | -24.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling