+557.2%
PHM vs UTHR
+313.7%
+243.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -5.0% | +1.9% | -6.9% | -5.3% |
| 30D | -8.4% | -2.9% | -5.6% | -8.1% |
| 3M | -4.4% | -8.9% | +4.4% | -3.0% |
| 6M | -3.7% | -8.7% | +5.0% | -2.6% |
| YTD | +1.3% | +2.0% | -0.7% | 0.0% |
| 1Y | -14.0% | +22.8% | -36.8% | -18.3% |
| 3Y | +48.1% | +120.6% | -72.5% | +20.2% |
| 5Y | +158.8% | +136.4% | +22.4% | +102.3% |
| All | +557.2% | +313.7% | +243.5% | +302.6% |
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