+18.3%
HYG vs UTHR
+135.8%
-117.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -0.7% | +1.9% | -2.7% | -0.8% |
| 30D | -0.7% | -2.9% | +2.1% | -0.6% |
| 3M | -0.2% | -8.9% | +8.7% | +0.1% |
| 6M | +1.4% | -8.7% | +10.2% | +1.7% |
| YTD | +1.5% | +2.0% | -0.6% | +1.2% |
| 1Y | +2.9% | +22.8% | -19.9% | +1.9% |
| 3Y | +25.6% | +120.6% | -95.0% | +19.5% |
| All | +18.3% | +135.8% | -117.5% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling