-8.1%
M vs UTHR
+364.7%
-372.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +7.0% | +5.2% | +1.8% | +6.0% |
| 30D | +8.9% | +9.5% | -0.6% | +7.1% |
| 3M | +4.5% | +17.9% | -13.4% | +0.9% |
| 6M | +36.2% | +2.0% | +34.2% | +35.2% |
| YTD | +15.1% | +21.3% | -6.2% | +9.3% |
| 1Y | +27.4% | +27.9% | -0.4% | +19.6% |
| 3Y | +160.1% | +162.3% | -2.2% | +100.0% |
| 5Y | -1.6% | +190.7% | -192.3% | -27.7% |
| All | -8.1% | +364.7% | -372.8% | -45.9% |
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