+489.7%
HPE vs UTHR
+319.3%
+170.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.7% | -6.1% |
| 7D | +1.4% | +2.8% | -1.3% | +0.9% |
| 30D | +1.5% | -2.3% | +3.8% | +1.9% |
| 3M | +21.7% | -7.4% | +29.1% | +23.4% |
| 6M | +164.2% | -6.0% | +170.1% | +165.5% |
| YTD | +132.1% | +3.4% | +128.6% | +127.6% |
| 1Y | +130.6% | +27.1% | +103.6% | +115.4% |
| 3Y | +244.1% | +123.8% | +120.3% | +171.1% |
| 5Y | +340.8% | +139.6% | +201.2% | +233.8% |
| All | +489.7% | +319.3% | +170.4% | +243.9% |
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