+44.1%
PL vs UTHR
+181.6%
-137.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +5.6% | -2.1% | +7.7% | +6.1% |
| 30D | -16.9% | +7.2% | -24.1% | -17.7% |
| 3M | -38.2% | +11.1% | -49.4% | -39.4% |
| 6M | -63.4% | +4.2% | -67.6% | -63.8% |
| YTD | -27.6% | +20.8% | -48.4% | -30.6% |
| 1Y | +6.6% | +29.7% | -23.1% | +0.8% |
| 3Y | +557.6% | +164.1% | +393.5% | +404.0% |
| 5Y | +39.5% | +190.7% | -151.2% | +2.9% |
| All | +44.1% | +181.6% | -137.4% | +5.8% |
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