+298.5%
HIG vs UTHR
+7,408.4%
-7,110.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | -0.5% | +3.0% | -3.5% | -1.0% |
| 30D | -2.8% | -4.3% | +1.5% | -2.2% |
| 3M | +6.3% | -8.4% | +14.7% | +7.9% |
| 6M | -0.1% | -4.2% | +4.1% | +0.3% |
| YTD | +0.4% | +4.0% | -3.6% | -0.9% |
| 1Y | +6.2% | +25.5% | -19.3% | +1.2% |
| 3Y | +101.6% | +125.1% | -23.5% | +68.9% |
| 5Y | +119.8% | +140.3% | -20.5% | +79.9% |
| 10Y | +311.7% | +322.5% | -10.8% | +193.5% |
| All | +298.5% | +7,408.4% | -7,110.0% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling