+635.0%
HLT vs UTHR
+461.1%
+173.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.2% |
| 7D | -2.6% | +2.8% | -5.4% | -3.0% |
| 30D | -2.6% | -2.3% | -0.4% | -2.3% |
| 3M | -9.4% | -7.4% | -2.0% | -8.4% |
| 6M | +2.7% | -6.0% | +8.7% | +3.4% |
| YTD | +6.8% | +3.4% | +3.4% | +5.5% |
| 1Y | +12.4% | +27.1% | -14.7% | +7.2% |
| 3Y | +100.2% | +123.8% | -23.6% | +69.0% |
| 5Y | +143.7% | +139.6% | +4.1% | +100.1% |
| 10Y | +584.9% | +320.0% | +264.8% | +383.8% |
| All | +635.0% | +461.1% | +173.9% | +438.3% |
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