+124.4%
HSY vs UTHR
+364.7%
-240.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -2.1% | +5.2% | -7.3% | -2.7% |
| 30D | +6.1% | +9.5% | -3.4% | +5.0% |
| 3M | -5.6% | +17.9% | -23.6% | -7.5% |
| 6M | -9.5% | +2.0% | -11.6% | -9.9% |
| YTD | -2.1% | +21.3% | -23.4% | -4.7% |
| 1Y | +0.8% | +27.9% | -27.1% | -2.5% |
| 3Y | -2.1% | +162.3% | -164.5% | -15.2% |
| 5Y | +11.2% | +190.7% | -179.5% | -5.9% |
| All | +124.4% | +364.7% | -240.3% | +67.1% |
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