+179.3%
IJH vs UTHR
+313.7%
-134.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -1.9% | +1.9% | -3.8% | -2.3% |
| 30D | -4.6% | -2.9% | -1.8% | -4.2% |
| 3M | -1.2% | -8.9% | +7.7% | +0.5% |
| 6M | +9.4% | -8.7% | +18.1% | +10.9% |
| YTD | +13.3% | +2.0% | +11.3% | +11.8% |
| 1Y | +13.4% | +22.8% | -9.4% | +7.3% |
| 3Y | +50.4% | +120.6% | -70.2% | +20.0% |
| 5Y | +49.0% | +136.4% | -87.5% | +14.1% |
| All | +179.3% | +313.7% | -134.4% | +68.2% |
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 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