+122.6%
HST vs UTHR
+366.4%
-243.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.6% | +4.9% | -1.3% | +2.7% |
| 30D | +9.9% | +9.2% | +0.7% | +8.1% |
| 3M | +12.9% | +15.9% | -3.0% | +9.5% |
| 6M | +22.9% | +2.0% | +20.9% | +22.0% |
| YTD | +52.4% | +21.8% | +30.6% | +45.0% |
| 1Y | +52.5% | +28.6% | +24.0% | +43.6% |
| 3Y | +87.4% | +166.2% | -78.8% | +45.5% |
| 5Y | +82.9% | +191.8% | -108.9% | +35.7% |
| All | +122.6% | +366.4% | -243.8% | +38.3% |
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 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