+1,055.9%
IJH vs UTHR
+1,483.8%
-428.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.8% | -1.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.2% |
| 30D | -3.8% | -4.3% | +0.5% | -3.3% |
| 3M | 0.0% | -8.4% | +8.4% | +1.2% |
| 6M | +8.8% | -4.2% | +13.0% | +9.1% |
| YTD | +13.5% | +4.0% | +9.5% | +12.1% |
| 1Y | +15.4% | +25.5% | -10.1% | +10.5% |
| 3Y | +50.9% | +125.1% | -74.2% | +28.9% |
| 5Y | +47.8% | +140.3% | -92.5% | +23.5% |
| 10Y | +183.1% | +322.5% | -139.4% | +109.7% |
| All | +1,055.9% | +1,483.8% | -428.0% | +538.4% |
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