-4.3%
M vs UTHR
+349.3%
-353.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.3% |
| 7D | +5.0% | -2.1% | +7.1% | +5.5% |
| 30D | +10.6% | +7.2% | +3.4% | +9.2% |
| 3M | +1.6% | +11.1% | -9.5% | -0.7% |
| 6M | +30.8% | +4.2% | +26.7% | +29.3% |
| YTD | +16.9% | +20.8% | -3.9% | +11.1% |
| 1Y | +26.3% | +29.7% | -3.4% | +18.1% |
| 3Y | +158.6% | +164.1% | -5.5% | +98.6% |
| 5Y | +2.1% | +190.7% | -188.6% | -24.9% |
| 10Y | -4.3% | +355.4% | -359.7% | -43.4% |
| All | -4.3% | +349.3% | -353.7% | -43.4% |
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 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