+1,773.8%
HWM vs UTHR
+309.5%
+1,464.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.1% | -5.4% | +3.3% | -0.9% |
| 30D | -11.0% | -6.0% | -4.9% | -9.8% |
| 3M | +4.0% | -11.0% | +15.0% | +6.6% |
| 6M | -0.2% | -0.5% | +0.3% | -0.7% |
| YTD | +26.7% | +0.1% | +26.6% | +25.4% |
| 1Y | +44.7% | +28.2% | +16.6% | +34.8% |
| 3Y | +426.1% | +113.8% | +312.3% | +315.7% |
| 5Y | +738.5% | +131.3% | +607.2% | +530.4% |
| All | +1,773.8% | +309.5% | +1,464.3% | +960.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling