+342.1%
HWM vs UTHR
+166.1%
+176.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | +7.3% | +5.2% | +2.1% | +6.8% |
| 30D | +1.6% | +9.5% | -7.9% | +0.8% |
| 3M | -21.9% | +17.9% | -39.8% | -23.1% |
| 6M | -19.0% | +2.0% | -21.1% | -19.1% |
| YTD | +7.9% | +21.3% | -13.4% | +5.6% |
| 1Y | +9.9% | +27.9% | -17.9% | +6.9% |
| 3Y | +342.1% | +162.3% | +179.8% | +300.9% |
| All | +342.1% | +166.1% | +176.0% | +300.9% |
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