+571.9%
HPE vs UTHR
+363.1%
+208.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.7% |
| 7D | +7.9% | +5.2% | +2.7% | +6.8% |
| 30D | -23.5% | +9.5% | -33.0% | -24.8% |
| 3M | -19.1% | +17.9% | -37.0% | -21.9% |
| 6M | +51.4% | +2.0% | +49.4% | +50.2% |
| YTD | +103.4% | +21.3% | +82.1% | +92.8% |
| 1Y | +114.4% | +27.9% | +86.5% | +100.7% |
| 3Y | +224.7% | +162.3% | +62.3% | +147.2% |
| 5Y | +277.8% | +190.7% | +87.0% | +174.2% |
| 10Y | +371.1% | +365.5% | +5.6% | +171.8% |
| All | +571.9% | +363.1% | +208.8% | +308.9% |
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 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