-93.9%
HTZ vs UTHR
+231.0%
-324.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.1% | +9.2% |
| 7D | -27.4% | -2.1% | -25.3% | -27.1% |
| 30D | -11.4% | +8.3% | -19.6% | -11.9% |
| 3M | -33.1% | +15.5% | -48.6% | -34.0% |
| 6M | -73.5% | +4.5% | -78.0% | -73.6% |
| YTD | -68.1% | +22.2% | -90.3% | -68.9% |
| 1Y | -74.3% | +29.7% | -104.0% | -75.1% |
| 3Y | -80.9% | +167.3% | -248.2% | -83.5% |
| 5Y | -93.8% | +196.5% | -290.3% | -94.8% |
| All | -93.9% | +231.0% | -324.9% | -94.8% |
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 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