+71.7%
HST vs UTHR
+133.0%
-61.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -1.0% | -5.4% | +4.4% | -0.4% |
| 30D | -12.3% | -6.0% | -6.2% | -11.6% |
| 3M | -6.4% | -11.0% | +4.6% | -5.1% |
| 6M | +15.0% | -0.5% | +15.5% | +14.6% |
| YTD | +30.5% | +0.1% | +30.4% | +29.6% |
| 1Y | +35.7% | +28.2% | +7.5% | +29.9% |
| 3Y | +68.4% | +113.8% | -45.4% | +45.1% |
| All | +71.7% | +133.0% | -61.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling