+1,474.6%
HWM vs UTHR
+364.7%
+1,109.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +7.3% | +5.2% | +2.1% | +6.2% |
| 30D | +1.6% | +9.5% | -7.9% | -0.4% |
| 3M | -21.9% | +17.9% | -39.8% | -24.9% |
| 6M | -19.0% | +2.0% | -21.1% | -19.8% |
| YTD | +7.9% | +21.3% | -13.4% | +2.1% |
| 1Y | +9.9% | +27.9% | -17.9% | +2.7% |
| 3Y | +342.1% | +162.3% | +179.8% | +232.1% |
| 5Y | +600.8% | +190.7% | +410.0% | +397.1% |
| All | +1,474.6% | +364.7% | +1,109.9% | +765.4% |
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