+441.1%
HST vs UTHR
+8,226.2%
-7,785.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -2.7% | -6.1% | +3.4% | -1.7% |
| 30D | +10.7% | +3.1% | +7.6% | +10.1% |
| 3M | +6.3% | +5.5% | +0.8% | +5.1% |
| 6M | +19.0% | -5.8% | +24.8% | +19.7% |
| YTD | +47.0% | +15.3% | +31.7% | +42.3% |
| 1Y | +53.4% | +23.8% | +29.7% | +46.7% |
| 3Y | +78.0% | +146.3% | -68.3% | +48.5% |
| 5Y | +71.7% | +177.8% | -106.1% | +38.6% |
| 10Y | +146.2% | +392.4% | -246.2% | +74.8% |
| All | +441.1% | +8,226.2% | -7,785.1% | +189.8% |
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