+812.6%
PH vs UTHR
+310.6%
+502.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.1% |
| 7D | 0.0% | +3.0% | -3.0% | -0.7% |
| 30D | -10.3% | -4.3% | -6.0% | -9.5% |
| 3M | +5.1% | -8.4% | +13.4% | +7.0% |
| 6M | +2.3% | -4.2% | +6.5% | +2.8% |
| YTD | +8.7% | +4.0% | +4.7% | +6.6% |
| 1Y | +26.8% | +25.5% | +1.3% | +18.6% |
| 3Y | +139.2% | +125.1% | +14.1% | +83.8% |
| 5Y | +251.1% | +140.3% | +110.8% | +156.5% |
| 10Y | +812.6% | +322.5% | +490.1% | +383.0% |
| All | +812.6% | +310.6% | +502.0% | +383.0% |
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