+433.3%
HUT vs UTHR
+358.1%
+75.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.1% |
| 7D | +18.9% | +3.0% | +15.9% | +17.9% |
| 30D | +12.0% | -4.3% | +16.3% | +13.3% |
| 3M | -14.9% | -8.4% | -6.5% | -13.0% |
| 6M | +96.8% | -4.2% | +101.0% | +98.4% |
| YTD | +108.8% | +4.0% | +104.8% | +104.0% |
| 1Y | +227.4% | +25.5% | +201.9% | +201.4% |
| 3Y | +760.3% | +125.1% | +635.1% | +519.0% |
| 5Y | +86.1% | +140.3% | -54.3% | +27.0% |
| All | +433.3% | +358.1% | +75.3% | +178.8% |
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