+256.9%
HL vs UTHR
+313.7%
-56.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -4.4% | +1.9% | -6.3% | -4.8% |
| 30D | +9.3% | -2.9% | +12.2% | +10.0% |
| 3M | +32.0% | -8.9% | +40.8% | +34.6% |
| 6M | -6.4% | -8.7% | +2.3% | -4.9% |
| YTD | +3.1% | +2.0% | +1.1% | +1.6% |
| 1Y | +77.6% | +22.8% | +54.8% | +66.9% |
| 3Y | +392.8% | +120.6% | +272.2% | +281.6% |
| 5Y | +234.1% | +136.4% | +97.7% | +148.2% |
| All | +256.9% | +313.7% | -56.8% | +117.6% |
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