+227.1%
LOW vs UTHR
+319.3%
-92.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -2.6% | +2.8% | -5.4% | -3.1% |
| 30D | -11.1% | -2.3% | -8.9% | -10.8% |
| 3M | -8.5% | -7.4% | -1.1% | -7.3% |
| 6M | -20.8% | -6.0% | -14.9% | -20.2% |
| YTD | -17.2% | +3.4% | -20.6% | -18.5% |
| 1Y | -24.7% | +27.1% | -51.8% | -29.2% |
| 3Y | -9.7% | +123.8% | -133.6% | -28.4% |
| 5Y | +6.0% | +139.6% | -133.6% | -19.5% |
| All | +227.1% | +319.3% | -92.2% | +92.9% |
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 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