+380.3%
HST vs UTHR
+7,123.9%
-6,743.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -1.0% | -5.4% | +4.4% | -0.2% |
| 30D | -12.3% | -6.0% | -6.2% | -11.5% |
| 3M | -6.4% | -11.0% | +4.6% | -4.7% |
| 6M | +15.0% | -0.5% | +15.5% | +14.6% |
| YTD | +30.5% | +0.1% | +30.4% | +29.5% |
| 1Y | +35.7% | +28.2% | +7.5% | +29.0% |
| 3Y | +68.4% | +113.8% | -45.4% | +43.9% |
| 5Y | +73.1% | +131.3% | -58.2% | +44.2% |
| 10Y | +92.7% | +296.7% | -204.0% | +41.8% |
| All | +380.3% | +7,123.9% | -6,743.6% | +163.7% |
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