-44.6%
QS vs UTHR
+346.2%
-390.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | -2.3% | -5.4% | +3.1% | -1.6% |
| 30D | -0.7% | -6.0% | +5.3% | +0.1% |
| 3M | -39.6% | -11.0% | -28.7% | -38.8% |
| 6M | -21.7% | -0.5% | -21.2% | -21.9% |
| YTD | -47.4% | +0.1% | -47.5% | -47.7% |
| 1Y | -28.4% | +28.2% | -56.5% | -31.5% |
| 3Y | -22.6% | +113.8% | -136.4% | -34.2% |
| 5Y | -75.6% | +131.3% | -206.9% | -79.8% |
| All | -44.6% | +346.2% | -390.9% | -19.8% |
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 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