-62.4%
OUST vs UTHR
+364.3%
-426.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.7% |
| 7D | +5.2% | -5.4% | +10.6% | +5.6% |
| 30D | -19.3% | -6.0% | -13.2% | -18.9% |
| 3M | -22.6% | -11.0% | -11.7% | -22.1% |
| 6M | +62.8% | -0.5% | +63.3% | +62.5% |
| YTD | +68.3% | +0.1% | +68.3% | +67.8% |
| 1Y | +28.5% | +28.2% | +0.4% | +25.5% |
| 3Y | +554.0% | +113.8% | +440.2% | +500.7% |
| 5Y | -56.2% | +131.3% | -187.5% | -61.3% |
| All | -62.4% | +364.3% | -426.8% | -69.1% |
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