+2,555.6%
PHM vs UTHR
+8,689.8%
-6,134.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -6.1% | +4.9% | -11.0% | -6.9% |
| 30D | +13.7% | +9.2% | +4.5% | +12.0% |
| 3M | -1.5% | +15.9% | -17.5% | -4.3% |
| 6M | +11.3% | +2.0% | +9.3% | +10.4% |
| YTD | +8.9% | +21.8% | -12.8% | +4.1% |
| 1Y | +6.1% | +28.6% | -22.5% | +0.4% |
| 3Y | +57.7% | +166.2% | -108.6% | +27.8% |
| 5Y | +159.0% | +191.8% | -32.8% | +103.5% |
| 10Y | +676.2% | +367.2% | +309.0% | +439.0% |
| All | +2,555.6% | +8,689.8% | -6,134.2% | +1,212.1% |
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