+3,180.3%
HUM vs UTHR
+7,408.4%
-4,228.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.0% |
| 7D | -0.2% | +3.0% | -3.2% | -0.6% |
| 30D | +3.7% | -4.3% | +8.0% | +4.3% |
| 3M | +10.4% | -8.4% | +18.8% | +11.6% |
| 6M | +125.7% | -4.2% | +130.0% | +126.3% |
| YTD | +57.3% | +4.0% | +53.3% | +55.6% |
| 1Y | +48.6% | +25.5% | +23.1% | +43.1% |
| 3Y | -11.3% | +125.1% | -136.4% | -22.4% |
| 5Y | +0.8% | +140.3% | -139.5% | -13.2% |
| 10Y | +146.7% | +322.5% | -175.8% | +91.8% |
| All | +3,180.3% | +7,408.4% | -4,228.1% | +1,767.3% |
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