+2,161.7%
HUBB vs UTHR
+7,277.3%
-5,115.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +4.8% | -2.9% | +7.7% | +5.2% |
| 30D | -9.3% | -7.6% | -1.7% | -8.5% |
| 3M | -3.9% | -8.6% | +4.7% | -3.0% |
| 6M | -0.8% | +4.1% | -5.0% | -1.6% |
| YTD | +5.6% | +2.2% | +3.4% | +4.8% |
| 1Y | +7.7% | +26.2% | -18.4% | +4.3% |
| 3Y | +47.5% | +121.2% | -73.7% | +31.9% |
| 5Y | +153.7% | +136.5% | +17.1% | +123.1% |
| 10Y | +433.0% | +300.1% | +132.9% | +332.0% |
| All | +2,161.7% | +7,277.3% | -5,115.7% | +1,302.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling