+1,573.3%
HWM vs UTHR
+318.2%
+1,255.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.1% | -12.8% | -11.2% |
| 7D | -9.2% | -2.9% | -6.3% | -8.7% |
| 30D | -17.9% | -7.6% | -10.3% | -16.5% |
| 3M | -6.0% | -8.6% | +2.5% | -4.3% |
| 6M | -7.4% | +4.1% | -11.5% | -8.8% |
| YTD | +13.1% | +2.2% | +10.9% | +11.4% |
| 1Y | +29.3% | +26.2% | +3.1% | +20.9% |
| 3Y | +389.9% | +121.2% | +268.7% | +283.8% |
| 5Y | +655.5% | +136.5% | +519.0% | +464.9% |
| All | +1,573.3% | +318.2% | +1,255.1% | +842.1% |
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