-93.1%
HTZ vs UTHR
+198.6%
-291.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.2% | +8.0% | +9.0% |
| 7D | +18.9% | +3.8% | +15.2% | +18.4% |
| 30D | +26.3% | +13.4% | +12.8% | +24.3% |
| 3M | +49.7% | +17.3% | +32.4% | +46.5% |
| 6M | -61.1% | +4.7% | -65.8% | -61.4% |
| YTD | -56.0% | +24.9% | -80.9% | -57.5% |
| 1Y | -66.4% | +39.1% | -105.6% | -68.1% |
| 3Y | -75.8% | +171.1% | -246.9% | -80.1% |
| 5Y | -93.1% | +202.1% | -295.1% | -94.8% |
| All | -93.1% | +198.6% | -291.7% | -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 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