+442.4%
HWM vs UTHR
+118.3%
+324.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.1% | -5.4% | +3.3% | -1.5% |
| 30D | -11.0% | -6.0% | -4.9% | -10.4% |
| 3M | +4.0% | -11.0% | +15.0% | +5.4% |
| 6M | -0.2% | -0.5% | +0.3% | -0.4% |
| YTD | +26.7% | +0.1% | +26.6% | +26.1% |
| 1Y | +44.7% | +28.2% | +16.6% | +39.5% |
| All | +442.4% | +118.3% | +324.1% | +393.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling