-47.7%
QS vs UTHR
+361.1%
-408.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -5.0% | +2.8% | -7.7% | -5.3% |
| 30D | -18.3% | -2.3% | -16.0% | -18.1% |
| 3M | -26.0% | -7.4% | -18.6% | -25.3% |
| 6M | -24.0% | -6.0% | -18.1% | -23.5% |
| YTD | -50.3% | +3.4% | -53.7% | -50.8% |
| 1Y | -38.0% | +27.1% | -65.0% | -40.5% |
| 3Y | -24.6% | +123.8% | -148.4% | -36.4% |
| 5Y | -75.4% | +139.6% | -215.1% | -79.7% |
| All | -47.7% | +361.1% | -408.8% | -24.5% |
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