+1,068.3%
HSY vs UTHR
+7,123.9%
-6,055.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -3.3% | -5.4% | +2.1% | -3.0% |
| 30D | -2.8% | -6.0% | +3.2% | -2.5% |
| 3M | -4.5% | -11.0% | +6.5% | -4.0% |
| 6M | -24.2% | -0.5% | -23.7% | -24.3% |
| YTD | -2.7% | +0.1% | -2.8% | -2.9% |
| 1Y | -3.7% | +28.2% | -31.9% | -5.1% |
| 3Y | -11.5% | +113.8% | -125.3% | -15.5% |
| 5Y | +10.3% | +131.3% | -121.0% | +4.6% |
| 10Y | +122.1% | +296.7% | -174.6% | +103.0% |
| All | +1,068.3% | +7,123.9% | -6,055.6% | +910.3% |
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