+107.0%
HST vs UTHR
+310.6%
-203.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.5% |
| 7D | -0.3% | +3.0% | -3.3% | -0.9% |
| 30D | -2.8% | -4.3% | +1.5% | -2.0% |
| 3M | -6.5% | -8.4% | +1.9% | -5.0% |
| 6M | +20.7% | -4.2% | +24.9% | +21.2% |
| YTD | +30.5% | +4.0% | +26.4% | +28.1% |
| 1Y | +36.8% | +25.5% | +11.3% | +28.9% |
| 3Y | +65.9% | +125.1% | -59.2% | +32.7% |
| 5Y | +73.9% | +140.3% | -66.4% | +33.8% |
| 10Y | +107.0% | +322.5% | -215.5% | +23.9% |
| All | +107.0% | +310.6% | -203.5% | +23.9% |
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