-94.8%
HTZ vs UTHR
+181.3%
-276.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.0% | -13.8% | -19.7% |
| 7D | -7.7% | -4.7% | -3.0% | -6.7% |
| 30D | -13.1% | +4.4% | -17.6% | -13.2% |
| 3M | +14.7% | +9.0% | +5.7% | +13.9% |
| 6M | -70.6% | -1.1% | -69.5% | -70.5% |
| YTD | -65.2% | +16.1% | -81.3% | -65.9% |
| 1Y | -73.2% | +26.4% | -99.6% | -74.1% |
| 3Y | -80.8% | +152.1% | -232.9% | -84.0% |
| 5Y | -94.8% | +179.6% | -274.4% | -95.9% |
| All | -94.8% | +181.3% | -276.1% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling