+159.0%
PHM vs UTHR
+195.4%
-36.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -6.1% | +4.9% | -11.0% | -6.5% |
| 30D | +13.7% | +9.2% | +4.5% | +12.9% |
| 3M | -1.5% | +15.9% | -17.5% | -2.8% |
| 6M | +11.3% | +2.0% | +9.3% | +11.0% |
| YTD | +8.9% | +21.8% | -12.8% | +6.8% |
| 1Y | +6.1% | +28.6% | -22.5% | +3.4% |
| 3Y | +57.7% | +166.2% | -108.6% | +36.6% |
| 5Y | +159.0% | +191.8% | -32.8% | +122.0% |
| All | +159.0% | +195.4% | -36.4% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling