+575.2%
HLT vs UTHR
+313.7%
+261.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -1.6% | +1.9% | -3.6% | -1.9% |
| 30D | -5.0% | -2.9% | -2.2% | -4.6% |
| 3M | -10.4% | -8.9% | -1.5% | -9.0% |
| 6M | +3.2% | -8.7% | +12.0% | +4.5% |
| YTD | +6.7% | +2.0% | +4.7% | +5.6% |
| 1Y | +10.3% | +22.8% | -12.5% | +5.3% |
| 3Y | +99.3% | +120.6% | -21.3% | +64.7% |
| 5Y | +143.7% | +136.4% | +7.3% | +94.4% |
| All | +575.2% | +313.7% | +261.5% | +340.8% |
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