+275.4%
RMD vs UTHR
+310.6%
-35.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.8% |
| 7D | -4.7% | +3.0% | -7.7% | -5.2% |
| 30D | +0.2% | -4.3% | +4.6% | +0.9% |
| 3M | +12.0% | -8.4% | +20.4% | +13.5% |
| 6M | -12.5% | -4.2% | -8.3% | -12.1% |
| YTD | -7.9% | +4.0% | -12.0% | -9.1% |
| 1Y | -20.4% | +25.5% | -45.9% | -24.0% |
| 3Y | +53.1% | +125.1% | -72.0% | +26.8% |
| 5Y | -22.1% | +140.3% | -162.5% | -37.5% |
| 10Y | +275.4% | +322.5% | -47.1% | +151.6% |
| All | +275.4% | +310.6% | -35.2% | +151.6% |
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